+542.7%
PBR vs PSLV
+154.2%
+388.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +5.4% | -3.5% | +8.8% | +5.9% |
| 30D | +22.9% | -2.1% | +25.0% | +23.1% |
| 3M | +19.6% | -1.6% | +21.3% | +19.4% |
| 6M | +16.5% | -25.5% | +42.0% | +21.2% |
| YTD | +86.7% | -11.4% | +98.1% | +80.2% |
| 1Y | +74.7% | +48.6% | +26.1% | +42.9% |
| 3Y | +102.6% | +166.9% | -64.3% | +31.5% |
| All | +542.7% | +154.2% | +388.4% | +311.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling