-21.8%
PATH vs PSLV
+113.4%
-135.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.3% | +5.1% | -10.4% | -5.9% |
| 30D | -0.5% | -13.3% | +12.8% | +1.0% |
| 3M | -7.1% | -16.5% | +9.4% | -5.4% |
| 6M | +23.8% | -32.8% | +56.6% | +28.3% |
| YTD | -20.7% | -28.8% | +8.1% | -21.5% |
| 1Y | -8.1% | +5.8% | -13.9% | -18.8% |
| 3Y | -21.8% | +114.8% | -136.6% | -45.8% |
| All | -21.8% | +113.4% | -135.3% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling