+86.2%
PR vs PSLV
+194.1%
-107.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | -0.8% | +3.3% | -4.2% | -1.5% |
| 30D | +11.3% | +2.1% | +9.1% | +10.7% |
| 3M | +24.1% | +7.1% | +16.9% | +21.7% |
| 6M | +25.4% | -21.6% | +47.0% | +29.9% |
| YTD | +71.2% | -6.7% | +77.9% | +62.2% |
| 1Y | +78.6% | +59.3% | +19.3% | +41.2% |
| 3Y | +85.2% | +182.1% | -96.8% | +19.7% |
| 5Y | +419.0% | +162.6% | +256.4% | +237.1% |
| 10Y | +86.2% | +203.0% | -116.8% | +17.4% |
| All | +86.2% | +194.1% | -107.9% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling