+1,139.1%
PSX vs PSLV
+67.8%
+1,071.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +1.8% | +3.3% | -1.5% | +1.4% |
| 30D | +21.6% | +2.1% | +19.5% | +21.1% |
| 3M | +46.5% | +7.1% | +39.3% | +44.4% |
| 6M | +62.0% | -21.6% | +83.6% | +66.2% |
| YTD | +106.3% | -6.7% | +113.0% | +99.9% |
| 1Y | +103.0% | +59.3% | +43.7% | +75.6% |
| 3Y | +135.5% | +182.1% | -46.6% | +79.3% |
| 5Y | +368.5% | +162.6% | +205.9% | +257.5% |
| 10Y | +386.6% | +203.0% | +183.5% | +244.8% |
| All | +1,139.1% | +67.8% | +1,071.4% | +772.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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