+160.1%
M vs PSLV
+110.4%
+49.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +7.0% | -6.3% | +13.3% | +7.8% |
| 30D | +8.9% | -12.7% | +21.6% | +10.5% |
| 3M | +4.5% | -24.7% | +29.2% | +7.6% |
| 6M | +36.2% | -44.6% | +80.8% | +44.3% |
| YTD | +15.1% | -33.3% | +48.4% | +12.7% |
| 1Y | +27.4% | -8.6% | +36.0% | +13.4% |
| 3Y | +160.1% | +108.2% | +52.0% | +68.3% |
| All | +160.1% | +110.4% | +49.7% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling