+6.4%
LVS vs PSLV
+154.2%
-147.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -3.5% | -3.5% | 0.0% | -3.1% |
| 30D | -6.2% | -2.1% | -4.1% | -6.1% |
| 3M | -14.8% | -1.6% | -13.2% | -14.9% |
| 6M | -20.9% | -25.5% | +4.6% | -18.6% |
| YTD | -33.0% | -11.4% | -21.6% | -34.6% |
| 1Y | -20.0% | +48.6% | -68.6% | -30.0% |
| 3Y | -6.9% | +166.9% | -173.8% | -29.5% |
| All | +6.4% | +154.2% | -147.8% | -20.5% |
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