+1,381.0%
NET vs PSLV
+156.9%
+1,224.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.6% | -3.9% |
| 7D | -16.4% | -2.6% | -13.7% | -15.9% |
| 30D | -25.8% | -14.2% | -11.7% | -23.3% |
| 3M | -11.5% | -12.2% | +0.7% | -9.2% |
| 6M | +18.9% | -28.1% | +47.0% | +26.5% |
| YTD | +35.2% | -28.2% | +63.4% | +34.4% |
| 1Y | +14.5% | +9.1% | +5.3% | -2.0% |
| 3Y | +313.8% | +115.5% | +198.3% | +172.7% |
| 5Y | +32.6% | +104.1% | -71.5% | -12.7% |
| All | +1,381.0% | +156.9% | +1,224.1% | +626.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling