+36.5%
NTRS vs PSLV
+6.6%
+29.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +1.1% | -15.6% | +16.8% | +2.3% |
| 3M | -6.6% | -16.6% | +10.0% | -5.6% |
| 6M | +7.1% | -28.5% | +35.5% | +8.9% |
| YTD | +27.4% | -28.7% | +56.0% | +25.5% |
| 1Y | +36.5% | +5.8% | +30.8% | +23.0% |
| All | +36.5% | +6.6% | +29.9% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling