+648.6%
P vs PSLV
+189.7%
+458.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -1.6% |
| 7D | -4.1% | -4.9% | +0.7% | -2.9% |
| 30D | -14.0% | -1.9% | -12.1% | -13.8% |
| 3M | +41.4% | +4.2% | +37.3% | +39.3% |
| 6M | +54.2% | -27.6% | +81.8% | +65.8% |
| YTD | +40.4% | -11.7% | +52.1% | +39.0% |
| 1Y | +16.0% | +49.3% | -33.4% | -1.8% |
| 3Y | +140.7% | +167.1% | -26.5% | +73.0% |
| 5Y | +256.3% | +151.7% | +104.6% | +155.5% |
| All | +648.6% | +189.7% | +458.9% | +319.3% |
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 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