+114.9%
POET vs PSLV
+109.5%
+5.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +0.4% | -3.5% | +3.8% | +1.4% |
| 30D | -10.4% | -2.1% | -8.2% | -9.7% |
| 3M | -29.3% | -1.6% | -27.7% | -28.8% |
| 6M | +6.9% | -25.5% | +32.4% | +16.8% |
| YTD | +25.6% | -11.4% | +37.0% | +26.7% |
| 1Y | +49.2% | +48.6% | +0.6% | +30.1% |
| 3Y | +128.4% | +166.9% | -38.4% | +71.9% |
| 5Y | -4.2% | +152.4% | -156.6% | -28.0% |
| 10Y | +30.3% | +187.8% | -157.4% | -7.9% |
| All | +114.9% | +109.5% | +5.4% | +87.9% |
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 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