+20.4%
M vs PSLV
+148.4%
-128.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.3% | +0.6% | -4.1% |
| 7D | -8.8% | -4.9% | -3.9% | -8.3% |
| 30D | -16.4% | -1.9% | -14.5% | -16.3% |
| 3M | -10.8% | +4.2% | -15.0% | -11.3% |
| 6M | +16.1% | -27.6% | +43.7% | +19.2% |
| YTD | -5.3% | -11.7% | +6.4% | -8.2% |
| 1Y | +24.9% | +49.3% | -24.5% | +8.6% |
| 3Y | +97.5% | +167.1% | -69.6% | +55.0% |
| 5Y | +20.4% | +151.7% | -131.3% | -11.7% |
| All | +20.4% | +148.4% | -128.0% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling