+44.1%
PL vs PSLV
+76.8%
-32.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.7% |
| 7D | +5.6% | +3.9% | +1.8% | +4.0% |
| 30D | -16.9% | -16.3% | -0.6% | -11.2% |
| 3M | -38.2% | -23.0% | -15.3% | -32.1% |
| 6M | -63.4% | -36.5% | -26.9% | -57.0% |
| YTD | -27.6% | -29.6% | +2.0% | -24.1% |
| 1Y | +6.6% | -0.5% | +7.1% | -6.5% |
| 3Y | +557.6% | +120.1% | +437.5% | +303.8% |
| 5Y | +39.5% | +93.3% | -53.8% | -16.6% |
| All | +44.1% | +76.8% | -32.7% | -14.2% |
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