+49.1%
MSFT vs PSLV
+165.1%
-116.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.6% |
| 7D | -3.5% | -4.9% | +1.4% | -3.1% |
| 30D | -2.1% | -1.9% | -0.2% | -2.0% |
| 3M | +24.2% | +4.2% | +20.0% | +23.5% |
| 6M | +21.9% | -27.6% | +49.4% | +24.0% |
| YTD | +2.5% | -11.7% | +14.1% | +1.3% |
| 1Y | -0.8% | +49.3% | -50.1% | -7.7% |
| All | +49.1% | +165.1% | -116.0% | +34.1% |
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