+18.9%
NET vs PSLV
-28.6%
+47.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.6% | -4.0% |
| 7D | -16.4% | -2.6% | -13.7% | -15.7% |
| 30D | -25.8% | -14.2% | -11.7% | -22.9% |
| 3M | -11.5% | -12.2% | +0.7% | -8.2% |
| 6M | +18.9% | -28.1% | +47.0% | +25.8% |
| All | +18.9% | -28.6% | +47.5% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling