+247.1%
PFE vs PSLV
+57.8%
+189.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -1.7% | -6.3% | +4.6% | -1.4% |
| 30D | +0.3% | -12.7% | +13.0% | +1.0% |
| 3M | +9.4% | -24.7% | +34.1% | +10.9% |
| 6M | +14.9% | -44.6% | +59.5% | +18.4% |
| YTD | +23.8% | -33.3% | +57.1% | +25.0% |
| 1Y | +19.5% | -8.6% | +28.1% | +18.2% |
| 3Y | +21.0% | +108.2% | -87.1% | +12.9% |
| 5Y | -23.9% | +79.1% | -103.0% | -28.7% |
| 10Y | +47.8% | +137.7% | -89.8% | +34.9% |
| All | +247.1% | +57.8% | +189.3% | +202.5% |
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