+244.7%
PEP vs PSLV
+115.4%
+129.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +0.1% | +2.7% | -2.6% | 0.0% |
| 30D | +0.7% | +3.5% | -2.8% | +0.5% |
| 3M | -0.5% | +0.3% | -0.8% | -0.6% |
| 6M | -11.3% | -21.0% | +9.7% | -10.7% |
| YTD | -0.6% | -8.9% | +8.3% | -1.3% |
| 1Y | +1.7% | +54.0% | -52.3% | -2.0% |
| 3Y | -12.5% | +175.4% | -187.9% | -18.9% |
| 5Y | +3.9% | +157.7% | -153.8% | -3.8% |
| 10Y | +76.6% | +184.9% | -108.3% | +59.6% |
| All | +244.7% | +115.4% | +129.3% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling