+5.3%
PPG vs PSLV
+57.1%
-51.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -1.5% | -0.6% | -0.8% | -1.4% |
| 30D | -5.0% | +7.3% | -12.2% | -5.8% |
| 3M | +1.1% | -7.4% | +8.6% | +1.5% |
| 6M | -3.2% | -20.3% | +17.1% | -2.0% |
| YTD | +11.9% | -8.2% | +20.1% | +13.3% |
| 1Y | +5.3% | +57.9% | -52.6% | +6.6% |
| All | +5.3% | +57.1% | -51.8% | +6.6% |
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