+87.0%
PR vs PSLV
+7.9%
+79.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.0% | -12.5% | -6.4% |
| 7D | -12.1% | -2.6% | -9.5% | -12.0% |
| 30D | +0.9% | -14.2% | +15.1% | +0.9% |
| 3M | +10.1% | -12.2% | +22.4% | +10.4% |
| 6M | +1.1% | -28.1% | +29.2% | +1.0% |
| YTD | +63.7% | -28.2% | +91.9% | +65.3% |
| 1Y | +87.0% | +9.1% | +77.9% | +99.8% |
| All | +87.0% | +7.9% | +79.1% | +99.8% |
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 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