+50.9%
LVS vs PSLV
+120.6%
-69.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.8% |
| 7D | -2.7% | +3.3% | -6.0% | -3.2% |
| 30D | -4.7% | +2.1% | -6.8% | -5.1% |
| 3M | -15.6% | +7.1% | -22.7% | -16.8% |
| 6M | -18.6% | -21.6% | +2.9% | -16.4% |
| YTD | -32.3% | -6.7% | -25.5% | -33.8% |
| 1Y | -18.0% | +59.3% | -77.3% | -27.5% |
| 3Y | -5.8% | +182.1% | -187.9% | -25.6% |
| 5Y | +5.7% | +162.6% | -156.9% | -16.1% |
| 10Y | 0.0% | +203.0% | -203.0% | -25.6% |
| All | +50.9% | +120.6% | -69.7% | -9.3% |
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