-34.5%
RBLX vs PSLV
+125.0%
-159.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.1% | -3.5% | +8.5% | +5.8% |
| 30D | +28.0% | -2.1% | +30.2% | +28.4% |
| 3M | +4.6% | -1.6% | +6.3% | +4.6% |
| 6M | -24.7% | -25.5% | +0.8% | -20.5% |
| YTD | -43.8% | -11.4% | -32.4% | -43.5% |
| 1Y | -65.8% | +48.6% | -114.4% | -70.0% |
| 3Y | +59.4% | +166.9% | -107.5% | +12.8% |
| 5Y | -48.2% | +152.4% | -200.6% | -64.1% |
| All | -34.5% | +125.0% | -159.6% | -48.9% |
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 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