+485.4%
P vs PSLV
+253.4%
+231.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +6.5% | -0.6% | +7.2% | +6.7% |
| 30D | +18.8% | +7.3% | +11.6% | +16.4% |
| 3M | +26.7% | -7.4% | +34.2% | +28.9% |
| 6M | +62.2% | -20.3% | +82.5% | +69.8% |
| YTD | +48.5% | -8.2% | +56.7% | +45.9% |
| 1Y | +26.4% | +57.9% | -31.5% | +6.6% |
| 3Y | +159.4% | +162.1% | -2.7% | +91.0% |
| 5Y | +275.8% | +151.2% | +124.6% | +175.1% |
| 10Y | +732.0% | +191.7% | +540.4% | +424.6% |
| All | +485.4% | +253.4% | +231.9% | +283.7% |
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