+343.4%
PBF vs PSLV
+71.0%
+272.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -0.7% |
| 7D | +1.4% | +3.3% | -2.0% | +0.8% |
| 30D | +15.8% | +2.1% | +13.7% | +15.2% |
| 3M | +90.3% | +7.1% | +83.1% | +87.1% |
| 6M | +102.8% | -21.6% | +124.4% | +107.8% |
| YTD | +187.3% | -6.7% | +194.1% | +172.6% |
| 1Y | +161.8% | +59.3% | +102.6% | +113.7% |
| 3Y | +55.5% | +182.1% | -126.6% | +8.9% |
| 5Y | +801.9% | +162.6% | +639.3% | +535.9% |
| 10Y | +362.2% | +203.0% | +159.2% | +199.3% |
| All | +343.4% | +71.0% | +272.4% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling