+37.7%
PPL vs PSLV
+153.7%
-116.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | +1.8% | +2.7% | -0.9% | +1.6% |
| 30D | -1.1% | +3.5% | -4.5% | -1.3% |
| 3M | 0.0% | +0.3% | -0.2% | -0.1% |
| 6M | -7.6% | -21.0% | +13.4% | -6.4% |
| YTD | +1.7% | -8.9% | +10.7% | -0.3% |
| 1Y | +1.5% | +54.0% | -52.4% | -7.6% |
| 3Y | +55.3% | +175.4% | -120.2% | +25.6% |
| 5Y | +37.7% | +157.7% | -119.9% | +7.3% |
| All | +37.7% | +153.7% | -116.0% | +7.3% |
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