+660.4%
RF vs PSLV
+117.0%
+543.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.3% | -0.6% | +2.0% | +1.4% |
| 30D | -3.6% | +7.3% | -10.9% | -4.1% |
| 3M | +8.1% | -7.4% | +15.5% | +8.4% |
| 6M | +11.5% | -20.3% | +31.7% | +12.7% |
| YTD | +15.6% | -8.2% | +23.8% | +14.5% |
| 1Y | +15.7% | +57.9% | -42.3% | +9.6% |
| 3Y | +86.9% | +162.1% | -75.2% | +69.4% |
| 5Y | +89.8% | +151.2% | -61.3% | +71.4% |
| 10Y | +344.7% | +191.7% | +153.0% | +288.6% |
| All | +660.4% | +117.0% | +543.4% | +557.5% |
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