+89.8%
RF vs PSLV
+153.7%
-64.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.5% |
| 30D | -3.4% | +3.5% | -6.8% | -3.6% |
| 3M | +6.4% | +0.3% | +6.1% | +6.3% |
| 6M | +13.4% | -21.0% | +34.4% | +14.6% |
| YTD | +14.2% | -8.9% | +23.2% | +12.5% |
| 1Y | +15.7% | +54.0% | -38.3% | +8.4% |
| 3Y | +91.3% | +175.4% | -84.1% | +68.6% |
| 5Y | +89.8% | +157.7% | -67.9% | +59.4% |
| All | +89.8% | +153.7% | -64.0% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling