-1.4%
LOW vs PSLV
+7.9%
-9.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.0% | +1.5% | +7.2% |
| 7D | +15.6% | -2.6% | +18.3% | +15.7% |
| 30D | +28.6% | -14.2% | +42.8% | +29.4% |
| 3M | +5.8% | -12.2% | +18.1% | +6.3% |
| 6M | +3.8% | -28.1% | +31.9% | +5.1% |
| YTD | -2.8% | -28.2% | +25.4% | -3.3% |
| 1Y | -1.4% | +9.1% | -10.5% | -5.0% |
| All | -1.4% | +7.9% | -9.3% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling