-23.7%
PATH vs PSLV
+123.1%
-146.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -2.7% | -1.5% | -1.3% | -2.6% |
| 30D | -1.4% | -15.2% | +13.9% | +0.5% |
| 3M | -16.4% | -21.4% | +5.0% | -14.2% |
| 6M | +23.3% | -39.9% | +63.2% | +29.6% |
| YTD | -19.8% | -29.3% | +9.4% | -20.7% |
| 1Y | -8.6% | -1.6% | -7.0% | -17.9% |
| All | -23.7% | +123.1% | -146.8% | -49.0% |
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