+108.8%
PENG vs PSLV
+57.7%
+51.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | +7.3% | +3.3% | +4.0% | +6.4% |
| 30D | -7.5% | +2.1% | -9.6% | -8.0% |
| 3M | -17.2% | +7.1% | -24.4% | -19.0% |
| 6M | +176.7% | -21.6% | +198.3% | +186.7% |
| YTD | +161.0% | -6.7% | +167.8% | +147.2% |
| 1Y | +108.8% | +59.3% | +49.6% | +64.6% |
| All | +108.8% | +57.7% | +51.2% | +64.6% |
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