+271.5%
RMD vs PSLV
+190.6%
+80.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -4.4% | -3.5% | -1.0% | -4.0% |
| 30D | -3.1% | -2.1% | -1.0% | -3.0% |
| 3M | +13.8% | -1.6% | +15.4% | +13.7% |
| 6M | -8.6% | -25.5% | +16.9% | -5.7% |
| YTD | -8.6% | -11.4% | +2.8% | -10.2% |
| 1Y | -19.7% | +48.6% | -68.3% | -28.0% |
| 3Y | +48.4% | +166.9% | -118.5% | +18.3% |
| 5Y | -22.7% | +152.4% | -175.1% | -38.5% |
| All | +271.5% | +190.6% | +80.9% | +159.2% |
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 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