+79.0%
PL vs PSLV
+153.7%
-74.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -7.5% | +2.7% | -10.2% | -8.5% |
| 30D | -25.6% | +3.5% | -29.0% | -26.8% |
| 3M | -45.6% | +0.3% | -45.9% | -45.9% |
| 6M | -29.5% | -21.0% | -8.5% | -24.1% |
| YTD | -9.7% | -8.9% | -0.8% | -14.2% |
| 1Y | +84.4% | +54.0% | +30.4% | +31.6% |
| 3Y | +550.0% | +175.4% | +374.6% | +251.2% |
| 5Y | +79.0% | +157.7% | -78.7% | -8.1% |
| All | +79.0% | +153.7% | -74.7% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling