+75.3%
PEP vs PSLV
+190.6%
-115.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.0% | -3.5% | +2.5% | -0.8% |
| 30D | -0.7% | -2.1% | +1.5% | -0.6% |
| 3M | -4.1% | -1.6% | -2.5% | -4.1% |
| 6M | -13.1% | -25.5% | +12.4% | -11.8% |
| YTD | -2.1% | -11.4% | +9.3% | -3.4% |
| 1Y | -1.7% | +48.6% | -50.2% | -7.6% |
| 3Y | -15.1% | +166.9% | -182.0% | -26.2% |
| 5Y | +3.1% | +152.4% | -149.3% | -10.6% |
| All | +75.3% | +190.6% | -115.3% | +38.6% |
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