+152.7%
PSLV vs TW
+19.5%
+133.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -3.5% | -4.5% | +1.0% | -3.2% |
| 30D | -2.1% | -2.3% | +0.1% | -2.0% |
| 3M | -1.6% | +2.6% | -4.2% | -2.0% |
| 6M | -25.5% | -17.5% | -8.0% | -24.5% |
| YTD | -11.4% | -5.3% | -6.1% | -11.6% |
| 1Y | +48.6% | -14.8% | +63.4% | +50.3% |
| 3Y | +166.9% | +18.8% | +148.0% | +156.6% |
| All | +152.7% | +19.5% | +133.2% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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