+140.2%
NI vs PSLV
+190.6%
-50.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | 0.0% | -3.5% | +3.5% | +0.4% |
| 30D | -1.4% | -2.1% | +0.8% | -1.2% |
| 3M | -10.6% | -1.6% | -8.9% | -10.7% |
| 6M | -9.3% | -25.5% | +16.2% | -6.9% |
| YTD | +1.1% | -11.4% | +12.6% | -0.5% |
| 1Y | +3.4% | +48.6% | -45.2% | -6.7% |
| 3Y | +67.9% | +166.9% | -99.0% | +35.4% |
| 5Y | +98.0% | +152.4% | -54.5% | +59.1% |
| All | +140.2% | +190.6% | -50.4% | +76.6% |
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