+218.5%
PWR vs PSLV
+165.9%
+52.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.9% | +5.1% |
| 7D | +4.2% | -3.5% | +7.6% | +4.8% |
| 30D | -4.0% | -2.1% | -1.9% | -3.8% |
| 3M | -4.8% | -1.6% | -3.1% | -4.8% |
| 6M | +14.6% | -25.5% | +40.1% | +18.6% |
| YTD | +54.2% | -11.4% | +65.7% | +49.5% |
| 1Y | +67.1% | +48.6% | +18.5% | +42.7% |
| 3Y | +218.5% | +166.9% | +51.6% | +145.1% |
| All | +218.5% | +165.9% | +52.6% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling