+78.6%
PR vs PSLV
+57.7%
+20.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -0.8% | +3.3% | -4.2% | -0.8% |
| 30D | +11.3% | +2.1% | +9.1% | +11.3% |
| 3M | +24.1% | +7.1% | +16.9% | +24.2% |
| 6M | +25.4% | -21.6% | +47.0% | +25.9% |
| YTD | +71.2% | -6.7% | +77.9% | +70.7% |
| 1Y | +78.6% | +59.3% | +19.3% | +76.2% |
| All | +78.6% | +57.7% | +20.9% | +76.2% |
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