-23.1%
PPG vs PSLV
+154.2%
-177.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.2% | -3.5% | -2.8% | -5.8% |
| 30D | -7.9% | -2.1% | -5.8% | -7.8% |
| 3M | -10.2% | -1.6% | -8.6% | -10.3% |
| 6M | +2.7% | -25.5% | +28.2% | +5.8% |
| YTD | +4.9% | -11.4% | +16.3% | +3.8% |
| 1Y | -3.2% | +48.6% | -51.8% | -11.7% |
| 3Y | -17.0% | +166.9% | -183.9% | -32.4% |
| All | -23.1% | +154.2% | -177.3% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling