+143.4%
PEG vs PSLV
+190.6%
-47.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.9% | -3.5% | +2.6% | -0.5% |
| 30D | -3.7% | -2.1% | -1.6% | -3.6% |
| 3M | -7.3% | -1.6% | -5.6% | -7.4% |
| 6M | -10.5% | -25.5% | +15.0% | -8.0% |
| YTD | -7.5% | -11.4% | +3.9% | -9.2% |
| 1Y | -8.7% | +48.6% | -57.3% | -18.1% |
| 3Y | +31.4% | +166.9% | -135.5% | +5.3% |
| 5Y | +37.8% | +152.4% | -114.6% | +10.0% |
| All | +143.4% | +190.6% | -47.2% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling