-1.7%
PEP vs PSLV
+49.9%
-51.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.0% | -3.5% | +2.5% | -1.0% |
| 30D | -0.7% | -2.1% | +1.5% | -0.7% |
| 3M | -4.1% | -1.6% | -2.5% | -4.0% |
| 6M | -13.1% | -25.5% | +12.4% | -13.2% |
| YTD | -2.1% | -11.4% | +9.3% | -2.5% |
| 1Y | -1.7% | +48.6% | -50.2% | +6.3% |
| All | -1.7% | +49.9% | -51.5% | +6.3% |
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