+59.3%
PBF vs PSLV
+165.9%
-106.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +5.3% | -3.5% | +8.8% | +5.4% |
| 30D | +11.7% | -2.1% | +13.9% | +11.7% |
| 3M | +91.1% | -1.6% | +92.7% | +90.9% |
| 6M | +88.4% | -25.5% | +113.9% | +91.9% |
| YTD | +194.1% | -11.4% | +205.5% | +173.3% |
| 1Y | +180.4% | +48.6% | +131.8% | +113.0% |
| 3Y | +59.3% | +166.9% | -107.6% | -1.7% |
| All | +59.3% | +165.9% | -106.5% | -1.7% |
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 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