+555.6%
PM vs PSLV
+115.4%
+440.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | +2.7% | -4.0% | -1.5% |
| 30D | -2.6% | +3.5% | -6.0% | -2.9% |
| 3M | +5.8% | +0.3% | +5.5% | +5.5% |
| 6M | +10.6% | -21.0% | +31.6% | +12.4% |
| YTD | +17.2% | -8.9% | +26.1% | +15.8% |
| 1Y | +17.6% | +54.0% | -36.3% | +9.5% |
| 3Y | +124.3% | +175.4% | -51.2% | +94.3% |
| 5Y | +125.1% | +157.7% | -32.6% | +95.1% |
| 10Y | +198.6% | +184.9% | +13.7% | +149.8% |
| All | +555.6% | +115.4% | +440.2% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling