+119.7%
PSLV vs SPY
+751.5%
-631.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +3.3% | -0.4% | +3.7% | +3.5% |
| 30D | +2.1% | -1.4% | +3.5% | +2.7% |
| 3M | +7.1% | +3.7% | +3.4% | +5.8% |
| 6M | -21.6% | +13.0% | -34.6% | -24.7% |
| YTD | -6.7% | +12.4% | -19.1% | -10.1% |
| 1Y | +59.3% | +18.5% | +40.7% | +50.8% |
| 3Y | +182.1% | +77.6% | +104.5% | +132.8% |
| 5Y | +162.6% | +81.7% | +80.9% | +113.0% |
| 10Y | +203.0% | +319.7% | -116.6% | +89.5% |
| All | +119.7% | +751.5% | -631.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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