+226.3%
RL vs PSLV
+161.1%
+65.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.8% | -3.7% |
| 7D | -0.3% | +3.3% | -3.6% | -0.7% |
| 30D | -17.5% | +2.1% | -19.6% | -17.8% |
| 3M | -14.0% | +7.1% | -21.1% | -15.0% |
| 6M | -2.0% | -21.6% | +19.6% | +0.3% |
| YTD | -4.6% | -6.7% | +2.1% | -7.7% |
| 1Y | +9.5% | +59.3% | -49.8% | -5.3% |
| 3Y | +200.5% | +182.1% | +18.4% | +132.7% |
| 5Y | +226.3% | +162.6% | +63.6% | +137.2% |
| All | +226.3% | +161.1% | +65.2% | +137.2% |
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