+335.4%
RF vs PSLV
+189.7%
+145.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.6% |
| 7D | -1.6% | -4.9% | +3.3% | -1.2% |
| 30D | -4.3% | -1.9% | -2.4% | -4.2% |
| 3M | +5.9% | +4.2% | +1.7% | +5.2% |
| 6M | +14.1% | -27.6% | +41.7% | +16.8% |
| YTD | +13.8% | -11.7% | +25.5% | +12.1% |
| 1Y | +15.2% | +49.3% | -34.1% | +6.1% |
| 3Y | +90.6% | +167.1% | -76.6% | +61.3% |
| 5Y | +88.9% | +151.7% | -62.8% | +59.1% |
| All | +335.4% | +189.7% | +145.6% | +218.0% |
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