+215.2%
PODD vs PSLV
+190.6%
+24.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -10.5% | -3.5% | -7.1% | -10.1% |
| 30D | -9.0% | -2.1% | -6.9% | -8.9% |
| 3M | -11.5% | -1.6% | -9.9% | -11.8% |
| 6M | -44.7% | -25.5% | -19.2% | -42.6% |
| YTD | -53.6% | -11.4% | -42.2% | -54.8% |
| 1Y | -61.0% | +48.6% | -109.5% | -66.6% |
| 3Y | -24.7% | +166.9% | -191.6% | -45.5% |
| 5Y | -55.5% | +152.4% | -207.9% | -68.0% |
| All | +215.2% | +190.6% | +24.7% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling