+535.2%
P vs PSLV
+157.0%
+378.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.3% |
| 7D | +11.6% | -6.3% | +17.9% | +13.5% |
| 30D | -23.7% | -12.7% | -11.0% | -21.0% |
| 3M | -8.0% | -24.7% | +16.8% | -1.2% |
| 6M | +27.9% | -44.6% | +72.5% | +47.8% |
| YTD | +61.2% | -33.3% | +94.4% | +71.8% |
| 1Y | +28.6% | -8.6% | +37.2% | +25.5% |
| 3Y | +200.5% | +108.2% | +92.3% | +135.6% |
| 5Y | +282.9% | +79.1% | +203.8% | +206.0% |
| 10Y | +665.9% | +137.7% | +528.2% | +421.0% |
| All | +535.2% | +157.0% | +378.2% | +351.9% |
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 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