+229.1%
PFE vs PSLV
+115.4%
+113.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -2.7% | +2.7% | -5.3% | -2.8% |
| 30D | +3.8% | +3.5% | +0.4% | +3.6% |
| 3M | +10.4% | +0.3% | +10.1% | +10.2% |
| 6M | +6.3% | -21.0% | +27.3% | +7.3% |
| YTD | +17.4% | -8.9% | +26.3% | +16.6% |
| 1Y | +21.1% | +54.0% | -32.8% | +16.2% |
| 3Y | -1.6% | +175.4% | -177.0% | -9.5% |
| 5Y | -22.2% | +157.7% | -179.8% | -28.5% |
| 10Y | +32.9% | +184.9% | -152.0% | +19.8% |
| All | +229.1% | +115.4% | +113.7% | +182.3% |
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 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