-4.0%
M vs PSLV
+190.6%
-194.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.3% | +7.4% | +7.7% |
| 7D | -4.2% | -3.5% | -0.8% | -3.8% |
| 30D | -7.2% | -2.1% | -5.0% | -7.0% |
| 3M | -11.1% | -1.6% | -9.5% | -11.2% |
| 6M | +28.8% | -25.5% | +54.3% | +32.1% |
| YTD | +2.0% | -11.4% | +13.5% | -0.1% |
| 1Y | +31.3% | +48.6% | -17.3% | +17.7% |
| 3Y | +119.1% | +166.9% | -47.8% | +79.5% |
| 5Y | +29.7% | +152.4% | -122.7% | +5.1% |
| All | -4.0% | +190.6% | -194.6% | -31.5% |
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 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