+25.1%
RF vs PSLV
+7.9%
+17.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | +1.3% |
| 7D | +2.3% | -2.6% | +4.9% | +2.3% |
| 30D | +7.2% | -14.2% | +21.4% | +7.6% |
| 3M | -8.2% | -12.2% | +4.0% | -8.0% |
| 6M | +7.0% | -28.1% | +35.1% | +7.8% |
| YTD | +10.3% | -28.2% | +38.5% | +8.8% |
| 1Y | +25.1% | +9.1% | +15.9% | +19.7% |
| All | +25.1% | +7.9% | +17.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling