+40.1%
PYPL vs PSLV
+190.6%
-150.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.3% | -3.5% | +1.2% | -1.7% |
| 30D | -9.0% | -2.1% | -6.9% | -8.7% |
| 3M | +30.6% | -1.6% | +32.2% | +30.7% |
| 6M | +18.6% | -25.5% | +44.1% | +23.7% |
| YTD | -7.2% | -11.4% | +4.2% | -9.5% |
| 1Y | -19.3% | +48.6% | -67.8% | -31.1% |
| 3Y | -12.3% | +166.9% | -179.2% | -36.8% |
| 5Y | -80.9% | +152.4% | -233.3% | -86.3% |
| All | +40.1% | +190.6% | -150.5% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling