+825.4%
ON vs PSLV
+120.6%
+704.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.6% |
| 7D | -1.9% | +3.3% | -5.2% | -2.5% |
| 30D | -11.0% | +2.1% | -13.2% | -11.5% |
| 3M | -39.3% | +7.1% | -46.5% | -40.2% |
| 6M | +19.8% | -21.6% | +41.4% | +24.6% |
| YTD | +31.1% | -6.7% | +37.8% | +29.3% |
| 1Y | +46.0% | +59.3% | -13.3% | +29.8% |
| 3Y | -27.5% | +182.1% | -209.6% | -42.4% |
| 5Y | +56.9% | +162.6% | -105.7% | +24.9% |
| 10Y | +591.8% | +203.0% | +388.8% | +424.2% |
| All | +825.4% | +120.6% | +704.8% | +577.8% |
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