+4.6%
MKTX vs PSLV
+190.6%
-186.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -0.2% | -3.5% | +3.2% | +0.2% |
| 30D | +0.7% | -2.1% | +2.9% | +0.9% |
| 3M | +40.8% | -1.6% | +42.4% | +40.7% |
| 6M | -8.0% | -25.5% | +17.5% | -5.1% |
| YTD | -8.7% | -11.4% | +2.7% | -10.9% |
| 1Y | -11.8% | +48.6% | -60.4% | -22.7% |
| 3Y | -24.0% | +166.9% | -190.9% | -42.2% |
| 5Y | -60.3% | +152.4% | -212.7% | -69.9% |
| All | +4.6% | +190.6% | -186.0% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling