+615.9%
RF vs PSLV
+67.3%
+548.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | -1.5% | +0.1% | -1.2% |
| 30D | +4.6% | -15.2% | +19.9% | +5.7% |
| 3M | -8.4% | -21.4% | +13.0% | -7.1% |
| 6M | +8.9% | -39.9% | +48.8% | +12.2% |
| YTD | +8.8% | -29.3% | +38.1% | +9.5% |
| 1Y | +18.9% | -1.6% | +20.5% | +16.5% |
| 3Y | +116.0% | +121.3% | -5.3% | +97.7% |
| 5Y | +46.0% | +89.9% | -43.9% | +34.2% |
| 10Y | +231.7% | +152.0% | +79.8% | +193.4% |
| All | +615.9% | +67.3% | +548.6% | +528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling