+111.0%
PBF vs PSLV
+7.9%
+103.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.0% | -12.7% | -5.9% |
| 7D | -0.9% | -2.6% | +1.7% | -1.0% |
| 30D | -13.7% | -14.2% | +0.4% | -15.0% |
| 3M | +10.6% | -12.2% | +22.9% | +9.5% |
| 6M | +61.2% | -28.1% | +89.3% | +56.0% |
| YTD | +172.7% | -28.2% | +200.9% | +166.3% |
| 1Y | +111.0% | +9.1% | +101.9% | +75.6% |
| All | +111.0% | +7.9% | +103.1% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling