+116.1%
PSLV vs BUD
+82.8%
+33.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +7.3% | -5.7% | +12.9% | +8.4% |
| 3M | -7.4% | +3.1% | -10.5% | -8.2% |
| 6M | -20.3% | +7.9% | -28.2% | -21.7% |
| YTD | -8.2% | +27.3% | -35.6% | -12.7% |
| 1Y | +57.9% | +37.8% | +20.1% | +48.0% |
| 3Y | +162.1% | +49.8% | +112.2% | +140.1% |
| 5Y | +151.2% | +43.8% | +107.3% | +128.9% |
| 10Y | +191.7% | -22.6% | +214.3% | +182.4% |
| All | +116.1% | +82.8% | +33.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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