+15.0%
RF vs PSLV
+58.4%
-43.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | -0.1% | +3.3% | -3.5% | -0.2% |
| 30D | -4.0% | +2.1% | -6.2% | -4.0% |
| 3M | +5.6% | +7.1% | -1.6% | +5.5% |
| 6M | +13.1% | -21.6% | +34.6% | +13.3% |
| YTD | +13.6% | -6.7% | +20.3% | +13.0% |
| All | +15.0% | +58.4% | -43.4% | +20.3% |
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