-2.6%
MCD vs PSLV
+179.9%
-182.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.9% | +3.3% | -6.2% | -2.9% |
| 30D | -6.7% | +2.1% | -8.9% | -6.8% |
| 3M | -9.6% | +7.1% | -16.7% | -9.7% |
| 6M | -22.3% | -21.6% | -0.7% | -22.1% |
| YTD | -15.4% | -6.7% | -8.7% | -15.7% |
| 1Y | -16.8% | +59.3% | -76.1% | -19.0% |
| All | -2.6% | +179.9% | -182.5% | -9.7% |
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 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