+2,100.5%
ORLY vs PSLV
+109.5%
+1,991.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.4% | -3.5% | +1.1% | -2.2% |
| 30D | -6.8% | -2.1% | -4.6% | -6.7% |
| 3M | -4.8% | -1.6% | -3.1% | -4.8% |
| 6M | -9.1% | -25.5% | +16.4% | -8.0% |
| YTD | -5.9% | -11.4% | +5.5% | -6.1% |
| 1Y | -20.4% | +48.6% | -69.0% | -22.8% |
| 3Y | +36.6% | +166.9% | -130.3% | +27.4% |
| 5Y | +117.3% | +152.4% | -35.1% | +102.6% |
| 10Y | +362.7% | +187.8% | +174.9% | +319.9% |
| All | +2,100.5% | +109.5% | +1,991.0% | +1,715.3% |
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