+620.6%
MSCI vs PSLV
+190.6%
+430.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -3.2% | -3.5% | +0.2% | -2.8% |
| 30D | -1.1% | -2.1% | +1.0% | -1.0% |
| 3M | -6.3% | -1.6% | -4.7% | -6.4% |
| 6M | +2.1% | -25.5% | +27.6% | +5.5% |
| YTD | -2.3% | -11.4% | +9.2% | -4.6% |
| 1Y | -3.9% | +48.6% | -52.5% | -15.9% |
| 3Y | +7.5% | +166.9% | -159.4% | -18.9% |
| 5Y | -9.8% | +152.4% | -162.2% | -32.3% |
| All | +620.6% | +190.6% | +430.0% | +377.8% |
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 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