+19.0%
MSCI vs PSLV
+7.9%
+11.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.0% | -0.6% | +5.3% |
| 7D | +11.5% | -2.6% | +14.1% | +11.4% |
| 30D | +22.1% | -14.2% | +36.2% | +22.2% |
| 3M | +18.4% | -12.2% | +30.7% | +18.5% |
| 6M | +16.6% | -28.1% | +44.7% | +17.3% |
| YTD | +18.8% | -28.2% | +47.0% | +16.2% |
| 1Y | +19.0% | +9.1% | +9.8% | +14.6% |
| All | +19.0% | +7.9% | +11.1% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling