+1,132.3%
LOW vs PSLV
+109.5%
+1,022.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.7% |
| 1Y | -26.3% | +48.6% | -74.8% | -30.3% |
| 3Y | -9.9% | +166.9% | -176.8% | -19.7% |
| 5Y | +6.1% | +152.4% | -146.3% | -5.6% |
| 10Y | +230.8% | +187.8% | +43.1% | +183.5% |
| All | +1,132.3% | +109.5% | +1,022.8% | +818.1% |
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