+19.3%
PH vs PSLV
+7.9%
+11.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.0% | -9.7% | -4.2% |
| 7D | -0.2% | -2.6% | +2.4% | 0.0% |
| 30D | -6.7% | -14.2% | +7.4% | -5.5% |
| 3M | -8.1% | -12.2% | +4.1% | -7.1% |
| 6M | +5.3% | -28.1% | +33.4% | +7.8% |
| YTD | +4.2% | -28.2% | +32.4% | +6.0% |
| 1Y | +19.3% | +9.1% | +10.2% | +23.9% |
| All | +19.3% | +7.9% | +11.5% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling