+170.4%
NXT vs PSLV
+186.5%
-16.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.3% |
| 7D | -0.2% | +3.3% | -3.5% | -1.2% |
| 30D | -20.0% | +2.1% | -22.1% | -20.6% |
| 3M | -30.9% | +7.1% | -38.1% | -32.4% |
| 6M | -23.8% | -21.6% | -2.2% | -20.3% |
| YTD | -5.4% | -6.7% | +1.3% | -6.7% |
| 1Y | +28.0% | +59.3% | -31.2% | +9.7% |
| 3Y | +93.3% | +182.1% | -88.8% | +46.6% |
| All | +170.4% | +186.5% | -16.1% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling