+119.7%
PSLV vs SBAC
+410.4%
-290.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +3.3% | +0.2% | +3.2% | +3.3% |
| 30D | +2.1% | +3.9% | -1.7% | +1.5% |
| 3M | +7.1% | -8.2% | +15.3% | +8.4% |
| 6M | -21.6% | -2.8% | -18.8% | -21.8% |
| YTD | -6.7% | -1.5% | -5.2% | -7.2% |
| 1Y | +59.3% | 0.0% | +59.3% | +57.9% |
| 3Y | +182.1% | -8.4% | +190.5% | +180.4% |
| 5Y | +162.6% | -43.5% | +206.2% | +181.8% |
| 10Y | +203.0% | +86.9% | +116.1% | +162.8% |
| All | +119.7% | +410.4% | -290.7% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling