+304.7%
RL vs PSLV
+190.6%
+114.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -3.4% | -3.5% | 0.0% | -3.0% |
| 30D | -14.4% | -2.1% | -12.3% | -14.3% |
| 3M | -13.6% | -1.6% | -11.9% | -13.6% |
| 6M | +0.6% | -25.5% | +26.1% | +3.5% |
| YTD | -3.6% | -11.4% | +7.8% | -5.1% |
| 1Y | +8.3% | +48.6% | -40.2% | -2.0% |
| 3Y | +204.8% | +166.9% | +37.9% | +152.4% |
| 5Y | +232.9% | +152.4% | +80.5% | +173.2% |
| All | +304.7% | +190.6% | +114.2% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling