+1,525.1%
JBL vs PSLV
+190.6%
+1,334.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | +2.4% | -3.5% | +5.9% | +3.2% |
| 30D | -13.1% | -2.1% | -11.0% | -12.8% |
| 3M | -15.6% | -1.6% | -13.9% | -15.6% |
| 6M | +24.6% | -25.5% | +50.1% | +31.6% |
| YTD | +39.6% | -11.4% | +51.0% | +37.8% |
| 1Y | +48.6% | +48.6% | 0.0% | +29.2% |
| 3Y | +197.3% | +166.9% | +30.4% | +120.8% |
| 5Y | +413.0% | +152.4% | +260.6% | +279.3% |
| All | +1,525.1% | +190.6% | +1,334.5% | +919.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling