+31.3%
M vs PSLV
+49.9%
-18.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.3% | +7.4% | +7.7% |
| 7D | -4.2% | -3.5% | -0.8% | -4.1% |
| 30D | -7.2% | -2.1% | -5.0% | -7.1% |
| 3M | -11.1% | -1.6% | -9.5% | -11.1% |
| 6M | +28.8% | -25.5% | +54.3% | +28.7% |
| YTD | +2.0% | -11.4% | +13.5% | +0.6% |
| 1Y | +31.3% | +48.6% | -17.3% | +18.6% |
| All | +31.3% | +49.9% | -18.6% | +18.6% |
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 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