+435.5%
IT vs PSLV
+120.6%
+314.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.8% |
| 7D | -9.1% | +3.3% | -12.5% | -9.3% |
| 30D | -12.2% | +2.1% | -14.3% | -12.3% |
| 3M | +7.8% | +7.1% | +0.7% | +7.2% |
| 6M | +2.0% | -21.6% | +23.6% | +3.3% |
| YTD | -32.7% | -6.7% | -26.0% | -33.6% |
| 1Y | -31.1% | +59.3% | -90.4% | -35.5% |
| 3Y | -52.1% | +182.1% | -234.2% | -57.8% |
| 5Y | -46.3% | +162.6% | -208.9% | -52.7% |
| 10Y | +91.4% | +203.0% | -111.7% | +64.3% |
| All | +435.5% | +120.6% | +314.9% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling