+93.2%
PSLV vs WETO
-99.4%
+192.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.6% |
| 7D | -5.9% | -8.6% | +2.7% | -6.0% |
| 30D | -3.1% | -71.7% | +68.5% | -3.0% |
| 3M | -5.3% | -97.7% | +92.4% | -6.3% |
| 6M | -21.8% | -95.5% | +73.7% | -19.4% |
| YTD | -13.7% | -97.3% | +83.6% | -11.8% |
| 1Y | +42.8% | -99.0% | +141.8% | +44.5% |
| All | +93.2% | -99.4% | +192.6% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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