+108.7%
PAAS vs PSLV
+117.0%
-8.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.3% |
| 30D | +6.8% | +7.3% | -0.5% | +0.1% |
| 3M | -2.9% | -7.4% | +4.5% | +4.9% |
| 6M | -16.4% | -20.3% | +3.8% | +3.6% |
| YTD | 0.0% | -8.2% | +8.3% | -2.6% |
| 1Y | +54.3% | +57.9% | -3.6% | -15.3% |
| 3Y | +230.7% | +162.1% | +68.6% | +12.3% |
| 5Y | +111.6% | +151.2% | -39.5% | -23.0% |
| 10Y | +211.7% | +191.7% | +20.0% | +5.5% |
| All | +108.7% | +117.0% | -8.3% | -34.7% |
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