+260.6%
PG vs PSLV
+109.5%
+151.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -0.8% | -3.5% | +2.7% | -0.7% |
| 30D | +0.8% | -2.1% | +3.0% | +0.9% |
| 3M | -1.3% | -1.6% | +0.3% | -1.4% |
| 6M | -3.8% | -25.5% | +21.7% | -2.8% |
| YTD | +3.6% | -11.4% | +15.0% | +3.2% |
| 1Y | -5.7% | +48.6% | -54.3% | -8.7% |
| 3Y | +1.6% | +166.9% | -165.3% | -5.4% |
| 5Y | +14.6% | +152.4% | -137.8% | +6.5% |
| 10Y | +121.2% | +187.8% | -66.6% | +101.7% |
| All | +260.6% | +109.5% | +151.1% | +223.9% |
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 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