+327.1%
NET vs PSLV
+167.2%
+159.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -7.0% | -0.6% | -6.3% | -6.9% |
| 30D | -4.8% | +7.3% | -12.1% | -5.6% |
| 3M | +3.8% | -7.4% | +11.2% | +4.6% |
| 6M | +50.0% | -20.3% | +70.3% | +52.7% |
| YTD | +41.5% | -8.2% | +49.7% | +32.7% |
| 1Y | +32.8% | +57.9% | -25.1% | +3.1% |
| All | +327.1% | +167.2% | +159.8% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling