+108.7%
PSLV vs BG
+202.2%
-93.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -3.5% | +3.1% | -6.6% | -3.9% |
| 30D | -2.1% | +10.2% | -12.4% | -3.6% |
| 3M | -1.6% | -1.7% | 0.0% | -1.7% |
| 6M | -25.5% | +1.0% | -26.5% | -26.0% |
| YTD | -11.4% | +39.9% | -51.3% | -15.7% |
| 1Y | +48.6% | +53.2% | -4.6% | +39.5% |
| 3Y | +166.9% | +16.3% | +150.6% | +157.7% |
| 5Y | +152.4% | +83.9% | +68.5% | +126.0% |
| 10Y | +187.8% | +165.1% | +22.7% | +134.4% |
| All | +108.7% | +202.2% | -93.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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