+1,449.6%
NET vs PSLV
+228.3%
+1,221.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -7.0% | -0.6% | -6.3% | -6.8% |
| 30D | -4.8% | +7.3% | -12.1% | -6.3% |
| 3M | +3.8% | -7.4% | +11.2% | +5.3% |
| 6M | +50.0% | -20.3% | +70.3% | +55.4% |
| YTD | +41.5% | -8.2% | +49.7% | +33.4% |
| 1Y | +32.8% | +57.9% | -25.1% | +2.7% |
| 3Y | +335.9% | +162.1% | +173.8% | +176.8% |
| 5Y | +113.8% | +151.2% | -37.3% | +34.7% |
| All | +1,449.6% | +228.3% | +1,221.3% | +620.7% |
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