+185.4%
PSLV vs SBAC
+87.1%
+98.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -3.5% | -2.1% | -1.4% | -3.1% |
| 30D | -2.1% | +2.0% | -4.2% | -2.5% |
| 3M | -1.6% | -8.3% | +6.7% | -0.5% |
| 6M | -25.5% | +0.3% | -25.8% | -26.1% |
| YTD | -11.4% | -2.2% | -9.2% | -11.8% |
| 1Y | +48.6% | -4.6% | +53.2% | +48.6% |
| 3Y | +166.9% | -8.3% | +175.2% | +165.3% |
| 5Y | +152.4% | -42.8% | +195.2% | +170.7% |
| All | +185.4% | +87.1% | +98.3% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling