-23.0%
PINS vs PSLV
+286.1%
-309.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.3% | +8.0% | +3.7% |
| 7D | -9.9% | -4.9% | -5.1% | -9.2% |
| 30D | -20.9% | -1.9% | -19.0% | -20.9% |
| 3M | -13.7% | +4.2% | -17.9% | -15.0% |
| 6M | -3.0% | -27.6% | +24.5% | +2.1% |
| YTD | -27.5% | -11.7% | -15.8% | -30.8% |
| 1Y | -46.8% | +49.3% | -96.1% | -57.6% |
| 3Y | -31.8% | +167.1% | -199.0% | -56.7% |
| 5Y | -65.4% | +151.7% | -217.1% | -78.1% |
| All | -23.0% | +286.1% | -309.2% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling