+3,152.4%
PWR vs PSLV
+120.6%
+3,031.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.3% |
| 7D | +2.7% | +3.3% | -0.7% | +2.1% |
| 30D | -5.1% | +2.1% | -7.3% | -5.5% |
| 3M | -9.4% | +7.1% | -16.5% | -10.6% |
| 6M | +10.4% | -21.6% | +32.0% | +13.7% |
| YTD | +48.6% | -6.7% | +55.4% | +46.1% |
| 1Y | +68.0% | +59.3% | +8.7% | +50.8% |
| 3Y | +204.7% | +182.1% | +22.6% | +148.2% |
| 5Y | +451.9% | +162.6% | +289.3% | +350.0% |
| 10Y | +2,425.3% | +203.0% | +2,222.3% | +1,865.6% |
| All | +3,152.4% | +120.6% | +3,031.8% | +2,199.5% |
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