+46.3%
LYB vs PSLV
+190.6%
-144.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.3% | -3.5% | +3.7% | +0.9% |
| 30D | +2.5% | -2.1% | +4.6% | +2.7% |
| 3M | +1.4% | -1.6% | +3.0% | +1.3% |
| 6M | -3.5% | -25.5% | +22.0% | +0.8% |
| YTD | +52.0% | -11.4% | +63.4% | +46.9% |
| 1Y | +22.1% | +48.6% | -26.5% | +1.2% |
| 3Y | -22.8% | +166.9% | -189.6% | -47.4% |
| 5Y | -3.4% | +152.4% | -155.8% | -34.4% |
| All | +46.3% | +190.6% | -144.3% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling