+46.5%
PYPL vs PSLV
+252.0%
-205.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +1.7% | +2.7% | -0.9% | +1.4% |
| 30D | -9.7% | +3.5% | -13.2% | -10.2% |
| 3M | +29.2% | +0.3% | +28.9% | +28.9% |
| 6M | +13.9% | -21.0% | +34.9% | +17.3% |
| YTD | -8.1% | -8.9% | +0.8% | -10.4% |
| 1Y | -21.4% | +54.0% | -75.4% | -32.0% |
| 3Y | -11.8% | +175.4% | -187.3% | -34.0% |
| 5Y | -81.1% | +157.7% | -238.8% | -85.9% |
| 10Y | +36.9% | +184.9% | -148.0% | -8.4% |
| All | +46.5% | +252.0% | -205.5% | -3.7% |
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