+7.4%
MSCI vs PSLV
+179.9%
-172.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.5% |
| 7D | -1.1% | +3.3% | -4.4% | -1.2% |
| 30D | -1.2% | +2.1% | -3.3% | -1.2% |
| 3M | -8.4% | +7.1% | -15.5% | -8.5% |
| 6M | -1.0% | -21.6% | +20.5% | +0.1% |
| YTD | -2.3% | -6.7% | +4.5% | -3.7% |
| 1Y | -1.2% | +59.3% | -60.4% | -7.5% |
| All | +7.4% | +179.9% | -172.5% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling