+169.5%
PR vs PSLV
+253.4%
-83.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +2.9% | -0.6% | +3.5% | +3.0% |
| 30D | +18.0% | +7.3% | +10.8% | +16.4% |
| 3M | +16.9% | -7.4% | +24.3% | +18.1% |
| 6M | +28.2% | -20.3% | +48.5% | +32.1% |
| YTD | +69.3% | -8.2% | +77.6% | +61.5% |
| 1Y | +69.5% | +57.9% | +11.6% | +36.0% |
| 3Y | +81.7% | +162.1% | -80.4% | +23.1% |
| 5Y | +422.2% | +151.2% | +271.1% | +251.8% |
| 10Y | +110.4% | +191.7% | -81.3% | +36.2% |
| All | +169.5% | +253.4% | -83.9% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling