+108.7%
PSLV vs BTG
+205.8%
-97.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.5% | -3.8% | +0.3% | -2.2% |
| 30D | -2.1% | +3.6% | -5.8% | -3.3% |
| 3M | -1.6% | +32.0% | -33.7% | -10.9% |
| 6M | -25.5% | +3.4% | -28.9% | -26.8% |
| YTD | -11.4% | +20.8% | -32.2% | -15.7% |
| 1Y | +48.6% | +22.4% | +26.2% | +40.5% |
| 3Y | +166.9% | +91.7% | +75.2% | +114.5% |
| 5Y | +152.4% | +79.0% | +73.4% | +103.2% |
| 10Y | +187.8% | +152.6% | +35.2% | +88.1% |
| All | +108.7% | +205.8% | -97.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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