-10.1%
MSCI vs PSLV
+161.1%
-171.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | -1.1% | +3.3% | -4.4% | -1.4% |
| 30D | -1.2% | +2.1% | -3.3% | -1.4% |
| 3M | -8.4% | +7.1% | -15.5% | -9.1% |
| 6M | -1.0% | -21.6% | +20.5% | +1.0% |
| YTD | -2.3% | -6.7% | +4.5% | -5.1% |
| 1Y | -1.2% | +59.3% | -60.4% | -13.7% |
| 3Y | +7.9% | +182.1% | -174.2% | -19.3% |
| 5Y | -10.1% | +162.6% | -172.7% | -37.9% |
| All | -10.1% | +161.1% | -171.1% | -37.9% |
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