-13.0%
PYPL vs PSLV
+165.1%
-178.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +2.6% |
| 7D | -5.9% | -4.9% | -1.1% | -5.6% |
| 30D | -9.4% | -1.9% | -7.5% | -9.2% |
| 3M | +31.3% | +4.2% | +27.1% | +31.0% |
| 6M | +19.1% | -27.6% | +46.7% | +22.0% |
| YTD | -7.9% | -11.7% | +3.8% | -9.5% |
| 1Y | -17.9% | +49.3% | -67.2% | -26.3% |
| All | -13.0% | +165.1% | -178.1% | -30.9% |
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 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