+152.7%
PSLV vs SBAC
-43.5%
+196.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.0% |
| YTD | -11.4% | -2.2% | -9.2% | -11.7% |
| 1Y | +48.6% | -4.6% | +53.2% | +48.8% |
| 3Y | +166.9% | -8.3% | +175.2% | +165.6% |
| All | +152.7% | -43.5% | +196.2% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling