+85.0%
PR vs PSLV
+176.8%
-91.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | +18.0% | +7.3% | +10.8% | +17.3% |
| 3M | +16.9% | -7.4% | +24.3% | +17.6% |
| 6M | +28.2% | -20.3% | +48.5% | +30.6% |
| YTD | +69.3% | -8.2% | +77.6% | +60.6% |
| 1Y | +69.5% | +57.9% | +11.6% | +34.9% |
| All | +85.0% | +176.8% | -91.8% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling