+4.4%
PEP vs PSLV
+79.9%
-75.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.2% |
| 7D | +2.9% | -6.3% | +9.2% | +2.9% |
| 30D | +12.5% | -12.7% | +25.2% | +12.5% |
| 3M | +4.5% | -24.7% | +29.3% | +4.5% |
| 6M | -0.5% | -44.6% | +44.1% | 0.0% |
| YTD | +4.4% | -33.3% | +37.7% | +3.6% |
| 1Y | +4.4% | -8.6% | +12.9% | +2.6% |
| 3Y | -3.4% | +108.2% | -111.6% | -10.2% |
| All | +4.4% | +79.9% | -75.5% | -2.9% |
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