+270.3%
ORCL vs PSLV
+142.8%
+127.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +8.0% | -6.3% | +14.3% | +9.3% |
| 30D | -4.0% | -12.7% | +8.7% | -1.5% |
| 3M | -19.5% | -24.7% | +5.3% | -14.9% |
| 6M | -33.5% | -44.6% | +11.1% | -26.4% |
| YTD | -34.8% | -33.3% | -1.6% | -31.8% |
| 1Y | -41.6% | -8.6% | -33.0% | -42.4% |
| 3Y | +13.8% | +108.2% | -94.4% | -2.9% |
| 5Y | +43.4% | +79.1% | -35.7% | +23.5% |
| All | +270.3% | +142.8% | +127.5% | +175.9% |
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