-17.7%
LVS vs PSLV
+57.1%
-74.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -1.5% | -0.6% | -0.8% | -1.5% |
| 30D | -3.2% | +7.3% | -10.5% | -3.5% |
| 3M | -12.0% | -7.4% | -4.6% | -11.7% |
| 6M | -19.9% | -20.3% | +0.4% | -19.6% |
| YTD | -30.6% | -8.2% | -22.4% | -29.1% |
| 1Y | -17.7% | +57.9% | -75.7% | -11.8% |
| All | -17.7% | +57.1% | -74.9% | -11.8% |
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