-81.0%
PATH vs PSLV
+79.3%
-160.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -2.7% | -1.5% | -1.3% | -2.5% |
| 30D | -1.4% | -15.2% | +13.9% | +1.5% |
| 3M | -16.4% | -21.4% | +5.0% | -12.9% |
| 6M | +23.3% | -39.9% | +63.2% | +34.0% |
| YTD | -19.8% | -29.3% | +9.4% | -20.4% |
| 1Y | -8.6% | -1.6% | -7.0% | -19.6% |
| 3Y | -24.0% | +121.3% | -145.3% | -52.6% |
| 5Y | -77.1% | +89.9% | -167.0% | -85.5% |
| All | -81.0% | +79.3% | -160.3% | -87.3% |
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