+780.0%
NOW vs PSLV
+189.7%
+590.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.8% |
| 7D | -9.9% | -4.9% | -5.0% | -9.3% |
| 30D | +2.8% | -1.9% | +4.7% | +3.0% |
| 3M | +23.7% | +4.2% | +19.5% | +22.7% |
| 6M | +12.5% | -27.6% | +40.1% | +16.7% |
| YTD | -14.4% | -11.7% | -2.7% | -16.6% |
| 1Y | -29.0% | +49.3% | -78.3% | -38.8% |
| 3Y | +9.3% | +167.1% | -157.8% | -18.5% |
| 5Y | +1.2% | +151.7% | -150.5% | -24.6% |
| All | +780.0% | +189.7% | +590.2% | +504.7% |
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