+65.9%
M vs PSLV
+115.4%
-49.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | +2.4% | +2.7% | -0.3% | +2.2% |
| 30D | -11.6% | +3.5% | -15.1% | -11.8% |
| 3M | +1.6% | +0.3% | +1.3% | +1.5% |
| 6M | +25.2% | -21.0% | +46.2% | +26.5% |
| YTD | +3.8% | -8.9% | +12.7% | +2.8% |
| 1Y | +36.3% | +54.0% | -17.6% | +29.9% |
| 3Y | +116.3% | +175.4% | -59.1% | +99.1% |
| 5Y | +28.2% | +157.7% | -129.5% | +17.5% |
| 10Y | -3.4% | +184.9% | -188.3% | -13.2% |
| All | +65.9% | +115.4% | -49.5% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling