+209.8%
RF vs PSLV
+148.5%
+61.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +0.4% | -4.3% | +4.6% | +0.7% |
| 30D | +5.6% | -16.6% | +22.2% | +7.2% |
| 3M | -8.9% | -24.6% | +15.7% | -6.8% |
| 6M | +7.1% | -42.5% | +49.6% | +12.1% |
| YTD | +8.3% | -31.7% | +40.0% | +8.9% |
| 1Y | +16.8% | -8.7% | +25.5% | +13.0% |
| 3Y | +115.0% | +113.6% | +1.4% | +83.3% |
| 5Y | +46.4% | +83.3% | -36.9% | +25.9% |
| All | +209.8% | +148.5% | +61.4% | +127.0% |
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