+108.1%
PSLV vs IAG
+18.0%
+90.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -4.7% |
| 7D | -4.9% | -4.1% | -0.8% | -3.7% |
| 30D | -1.9% | +10.6% | -12.5% | -4.8% |
| 3M | +4.2% | +35.4% | -31.2% | -4.8% |
| 6M | -27.6% | -9.5% | -18.0% | -25.6% |
| YTD | -11.7% | +21.8% | -33.5% | -15.0% |
| 1Y | +49.3% | +84.1% | -34.8% | +28.5% |
| 3Y | +167.1% | +817.4% | -650.2% | +42.5% |
| 5Y | +151.7% | +830.1% | -678.4% | +23.9% |
| 10Y | +187.0% | +413.8% | -226.9% | +41.0% |
| All | +108.1% | +18.0% | +90.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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