+5.2%
LOW vs PSLV
+154.2%
-149.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.7% | -3.5% | -0.3% | -3.5% |
| 30D | -8.9% | -2.1% | -6.7% | -8.8% |
| 3M | -10.4% | -1.6% | -8.8% | -10.4% |
| 6M | -19.4% | -25.5% | +6.1% | -17.9% |
| YTD | -17.1% | -11.4% | -5.7% | -18.4% |
| 1Y | -26.3% | +48.6% | -74.8% | -32.0% |
| 3Y | -9.9% | +166.9% | -176.8% | -24.3% |
| All | +5.2% | +154.2% | -149.0% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling