+50.3%
NDAQ vs PSLV
+154.2%
-103.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -5.9% | -3.5% | -2.4% | -5.6% |
| 30D | -4.7% | -2.1% | -2.5% | -4.5% |
| 3M | +5.5% | -1.6% | +7.2% | +5.6% |
| 6M | +7.4% | -25.5% | +32.9% | +9.6% |
| YTD | -5.5% | -11.4% | +5.9% | -6.8% |
| 1Y | -3.7% | +48.6% | -52.3% | -11.2% |
| 3Y | +85.0% | +166.9% | -81.9% | +54.9% |
| All | +50.3% | +154.2% | -103.9% | +18.6% |
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 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