+336.5%
ORCL vs PSLV
+189.7%
+146.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.3% | -0.1% | -4.4% |
| 7D | -0.7% | -4.9% | +4.2% | +0.2% |
| 30D | +5.1% | -1.9% | +7.0% | +5.5% |
| 3M | -23.7% | +4.2% | -27.9% | -24.3% |
| 6M | +3.1% | -27.6% | +30.7% | +7.8% |
| YTD | -20.8% | -11.7% | -9.1% | -21.5% |
| 1Y | -52.9% | +49.3% | -102.2% | -57.7% |
| 3Y | +25.4% | +167.1% | -141.7% | +1.7% |
| 5Y | +82.4% | +151.7% | -69.3% | +47.3% |
| All | +336.5% | +189.7% | +146.8% | +217.8% |
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 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