+55.5%
PENG vs PSLV
+90.6%
-35.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.1% |
| 7D | -16.1% | +3.9% | -19.9% | -17.1% |
| 30D | -41.5% | -16.3% | -25.1% | -38.0% |
| 3M | -19.1% | -23.0% | +3.9% | -12.3% |
| 6M | +0.9% | -36.5% | +37.4% | +14.6% |
| YTD | +128.2% | -29.6% | +157.9% | +139.8% |
| 1Y | +98.6% | -0.5% | +99.1% | +85.8% |
| 3Y | +188.2% | +120.1% | +68.1% | +109.9% |
| 5Y | +55.5% | +93.3% | -37.8% | +13.5% |
| All | +55.5% | +90.6% | -35.1% | +13.5% |
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