+745.8%
IVV vs PSLV
+57.8%
+688.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +2.6% | -6.3% | +8.9% | +3.3% |
| 30D | -2.0% | -12.7% | +10.7% | -0.6% |
| 3M | -2.8% | -24.7% | +22.0% | 0.0% |
| 6M | +2.2% | -44.6% | +46.8% | +8.2% |
| YTD | +11.5% | -33.3% | +44.8% | +14.0% |
| 1Y | +13.5% | -8.6% | +22.1% | +11.7% |
| 3Y | +78.1% | +108.2% | -30.1% | +58.4% |
| 5Y | +73.1% | +79.1% | -6.0% | +55.2% |
| 10Y | +310.4% | +137.7% | +172.8% | +252.2% |
| All | +745.8% | +57.8% | +688.0% | +592.5% |
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