+432.4%
PSA vs PSLV
+108.9%
+323.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.5% |
| 7D | -3.6% | -4.9% | +1.2% | -3.2% |
| 30D | -9.4% | -1.9% | -7.5% | -9.3% |
| 3M | -8.2% | +4.2% | -12.4% | -8.8% |
| 6M | -1.8% | -27.6% | +25.8% | +0.7% |
| YTD | +15.7% | -11.7% | +27.4% | +15.1% |
| 1Y | +6.3% | +49.3% | -43.0% | 0.0% |
| 3Y | +21.6% | +167.1% | -145.6% | +7.0% |
| 5Y | +13.5% | +151.7% | -138.2% | -0.2% |
| 10Y | +101.3% | +187.0% | -85.7% | +72.4% |
| All | +432.4% | +108.9% | +323.5% | +303.3% |
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