+73.9%
PL vs PSLV
+134.4%
-60.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.2% |
| 7D | -13.9% | +3.3% | -17.2% | -15.0% |
| 30D | -25.5% | +2.1% | -27.6% | -26.2% |
| 3M | -44.8% | +7.1% | -51.9% | -46.4% |
| 6M | -33.3% | -21.6% | -11.7% | -28.1% |
| YTD | -12.7% | -6.7% | -6.0% | -17.4% |
| 1Y | +90.9% | +59.3% | +31.6% | +37.1% |
| 3Y | +528.5% | +182.1% | +346.4% | +251.1% |
| 5Y | +72.7% | +162.6% | -89.9% | -7.1% |
| All | +73.9% | +134.4% | -60.5% | -6.7% |
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