+68.6%
MAR vs PSLV
+165.9%
-97.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -0.5% | -3.5% | +2.9% | -0.3% |
| 30D | -5.4% | -2.1% | -3.3% | -5.3% |
| 3M | -15.5% | -1.6% | -13.9% | -15.5% |
| 6M | +3.0% | -25.5% | +28.5% | +3.9% |
| YTD | +8.5% | -11.4% | +19.9% | +6.6% |
| 1Y | +26.0% | +48.6% | -22.6% | +16.8% |
| 3Y | +68.6% | +166.9% | -98.3% | +48.3% |
| All | +68.6% | +165.9% | -97.3% | +48.3% |
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