+2,358.1%
MSFT vs PSLV
+115.4%
+2,242.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | -1.0% | +3.5% | -4.5% | -1.5% |
| 3M | +20.2% | +0.3% | +19.9% | +19.9% |
| 6M | +21.3% | -21.0% | +42.3% | +23.5% |
| YTD | +2.8% | -8.9% | +11.7% | +1.7% |
| 1Y | 0.0% | +54.0% | -54.0% | -7.3% |
| 3Y | +51.2% | +175.4% | -124.2% | +30.0% |
| 5Y | +71.4% | +157.7% | -86.2% | +47.3% |
| 10Y | +868.6% | +184.9% | +683.7% | +708.1% |
| All | +2,358.1% | +115.4% | +2,242.7% | +1,936.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling