+1,577.8%
NDAQ vs PSLV
+120.6%
+1,457.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | -1.6% | +3.3% | -4.9% | -1.8% |
| 30D | -1.5% | +2.1% | -3.6% | -1.7% |
| 3M | +8.0% | +7.1% | +0.9% | +7.3% |
| 6M | +7.7% | -21.6% | +29.3% | +9.4% |
| YTD | -2.3% | -6.7% | +4.4% | -3.3% |
| 1Y | +0.6% | +59.3% | -58.7% | -5.4% |
| 3Y | +90.9% | +182.1% | -91.2% | +69.3% |
| 5Y | +52.5% | +162.6% | -110.2% | +35.1% |
| 10Y | +380.3% | +203.0% | +177.3% | +312.8% |
| All | +1,577.8% | +120.6% | +1,457.2% | +1,274.9% |
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 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