+284.1%
O vs PSLV
+120.6%
+163.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.7% |
| 7D | -2.3% | +3.3% | -5.6% | -2.6% |
| 30D | -2.4% | +2.1% | -4.6% | -2.7% |
| 3M | -0.6% | +7.1% | -7.7% | -1.5% |
| 6M | -5.0% | -21.6% | +16.6% | -3.2% |
| YTD | +10.4% | -6.7% | +17.1% | +8.4% |
| 1Y | +6.6% | +59.3% | -52.7% | -2.7% |
| 3Y | +28.4% | +182.1% | -153.7% | +7.8% |
| 5Y | +15.3% | +162.6% | -147.3% | -3.1% |
| 10Y | +55.3% | +203.0% | -147.7% | +24.2% |
| All | +284.1% | +120.6% | +163.5% | +188.8% |
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 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