+16.3%
PLD vs PSLV
+161.1%
-144.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.5% | -2.3% |
| 7D | -0.7% | +3.3% | -4.0% | -1.1% |
| 30D | -2.2% | +2.1% | -4.4% | -2.6% |
| 3M | -7.4% | +7.1% | -14.5% | -8.4% |
| 6M | +1.9% | -21.6% | +23.5% | +4.5% |
| YTD | +7.9% | -6.7% | +14.6% | +4.1% |
| 1Y | +25.1% | +59.3% | -34.2% | +6.7% |
| 3Y | +21.9% | +182.1% | -160.2% | -11.3% |
| 5Y | +16.3% | +162.6% | -146.3% | -18.9% |
| All | +16.3% | +161.1% | -144.8% | -18.9% |
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 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