+119.5%
RF vs PSLV
+110.4%
+9.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | +1.9% | -6.3% | +8.2% | +2.3% |
| 30D | +7.3% | -12.7% | +20.0% | +8.1% |
| 3M | -7.9% | -24.7% | +16.8% | -6.6% |
| 6M | +10.5% | -44.6% | +55.1% | +14.0% |
| YTD | +9.6% | -33.3% | +42.9% | +8.8% |
| 1Y | +20.3% | -8.6% | +28.9% | +14.9% |
| 3Y | +119.5% | +108.2% | +11.4% | +71.3% |
| All | +119.5% | +110.4% | +9.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling