-14.8%
PNR vs PSLV
+165.9%
-180.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -6.0% | -3.5% | -2.6% | -5.7% |
| 30D | -14.0% | -2.1% | -11.8% | -13.9% |
| 3M | -21.7% | -1.6% | -20.1% | -21.7% |
| 6M | -37.3% | -25.5% | -11.8% | -36.0% |
| YTD | -45.1% | -11.4% | -33.7% | -46.2% |
| 1Y | -49.1% | +48.6% | -97.7% | -54.1% |
| 3Y | -14.8% | +166.9% | -181.7% | -32.0% |
| All | -14.8% | +165.9% | -180.7% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling