+14.9%
PSA vs PSLV
+154.2%
-139.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -1.8% | -3.5% | +1.6% | -1.5% |
| 30D | -8.4% | -2.1% | -6.2% | -8.2% |
| 3M | -7.8% | -1.6% | -6.2% | -7.9% |
| 6M | +0.8% | -25.5% | +26.3% | +3.9% |
| YTD | +16.5% | -11.4% | +27.9% | +14.5% |
| 1Y | +4.7% | +48.6% | -43.9% | -6.1% |
| 3Y | +21.1% | +166.9% | -145.8% | -5.5% |
| All | +14.9% | +154.2% | -139.3% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling