+144.8%
MS vs PSLV
+153.7%
-8.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | +2.5% | +2.7% | -0.2% | +2.1% |
| 30D | 0.0% | +3.5% | -3.5% | -0.6% |
| 3M | +2.4% | +0.3% | +2.2% | +2.1% |
| 6M | +36.4% | -21.0% | +57.4% | +39.4% |
| YTD | +23.8% | -8.9% | +32.7% | +20.0% |
| 1Y | +48.6% | +54.0% | -5.3% | +30.3% |
| 3Y | +179.1% | +175.4% | +3.7% | +118.4% |
| 5Y | +144.8% | +157.7% | -12.8% | +81.8% |
| All | +144.8% | +153.7% | -8.9% | +81.8% |
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