+17.4%
PM vs PSLV
+57.1%
-39.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -4.9% | -0.6% | -4.2% | -4.9% |
| 30D | -3.4% | +7.3% | -10.7% | -3.6% |
| 3M | +5.2% | -7.4% | +12.6% | +5.7% |
| 6M | +3.7% | -20.3% | +24.0% | +4.6% |
| YTD | +15.8% | -8.2% | +24.0% | +14.5% |
| 1Y | +17.4% | +57.9% | -40.6% | +19.4% |
| All | +17.4% | +57.1% | -39.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling