-74.2%
OPEN vs PSLV
+228.4%
-302.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -11.4% | -3.5% | -8.0% | -10.3% |
| 30D | -20.1% | -2.1% | -17.9% | -19.4% |
| 3M | -37.6% | -1.6% | -35.9% | -37.3% |
| 6M | -47.1% | -25.5% | -21.6% | -42.2% |
| YTD | -52.1% | -11.4% | -40.7% | -52.8% |
| 1Y | -73.5% | +48.6% | -122.1% | -79.1% |
| 3Y | -24.4% | +166.9% | -191.3% | -53.7% |
| 5Y | -85.1% | +152.4% | -237.5% | -91.0% |
| All | -74.2% | +228.4% | -302.5% | -85.0% |
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 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