+629.3%
ON vs PSLV
+190.6%
+438.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.4% |
| 7D | +2.4% | -3.5% | +5.8% | +3.3% |
| 30D | -8.6% | -2.1% | -6.5% | -8.2% |
| 3M | -34.3% | -1.6% | -32.7% | -34.2% |
| 6M | +28.5% | -25.5% | +54.0% | +37.8% |
| YTD | +40.6% | -11.4% | +52.0% | +37.9% |
| 1Y | +55.3% | +48.6% | +6.7% | +28.3% |
| 3Y | -22.2% | +166.9% | -189.1% | -47.7% |
| 5Y | +62.4% | +152.4% | -90.0% | +8.4% |
| All | +629.3% | +190.6% | +438.7% | +293.1% |
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