-32.5%
MKC vs PSLV
+154.2%
-186.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.5% | -3.5% | +2.0% | -1.3% |
| 30D | -3.1% | -2.1% | -1.0% | -3.1% |
| 3M | +5.2% | -1.6% | +6.8% | +5.1% |
| 6M | -12.8% | -25.5% | +12.7% | -11.6% |
| YTD | -23.3% | -11.4% | -11.9% | -24.4% |
| 1Y | -24.1% | +48.6% | -72.7% | -29.4% |
| 3Y | -32.1% | +166.9% | -199.0% | -41.8% |
| All | -32.5% | +154.2% | -186.7% | -45.1% |
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