+54.6%
PPL vs PSLV
+189.7%
-135.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.3% |
| 7D | -1.8% | -4.9% | +3.1% | -1.3% |
| 30D | -2.2% | -1.9% | -0.3% | -2.1% |
| 3M | -3.1% | +4.2% | -7.2% | -3.7% |
| 6M | -8.1% | -27.6% | +19.5% | -5.7% |
| YTD | 0.0% | -11.7% | +11.7% | -1.8% |
| 1Y | -1.3% | +49.3% | -50.6% | -10.8% |
| 3Y | +52.7% | +167.1% | -114.5% | +23.7% |
| 5Y | +37.4% | +151.7% | -114.3% | +11.0% |
| All | +54.6% | +189.7% | -135.1% | +12.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling