+126.3%
PAAS vs PSLV
+161.1%
-34.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.4% |
| 7D | +2.6% | +3.3% | -0.7% | -0.5% |
| 30D | +2.5% | +2.1% | +0.3% | +0.7% |
| 3M | +15.1% | +7.1% | +7.9% | +7.9% |
| 6M | -12.1% | -21.6% | +9.5% | +10.7% |
| YTD | +3.1% | -6.7% | +9.8% | -6.5% |
| 1Y | +50.8% | +59.3% | -8.4% | -30.7% |
| 3Y | +259.5% | +182.1% | +77.4% | -16.4% |
| 5Y | +126.3% | +162.6% | -36.3% | -41.2% |
| All | +126.3% | +161.1% | -34.8% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling