-5.1%
ROL vs PSLV
+148.4%
-153.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.4% |
| 7D | -3.2% | -4.9% | +1.7% | -2.9% |
| 30D | -6.6% | -1.9% | -4.7% | -6.6% |
| 3M | -27.3% | +4.2% | -31.5% | -27.7% |
| 6M | -38.1% | -27.6% | -10.5% | -36.7% |
| YTD | -41.8% | -11.7% | -30.1% | -42.6% |
| 1Y | -37.8% | +49.3% | -87.1% | -42.8% |
| 3Y | -0.3% | +167.1% | -167.5% | -17.9% |
| 5Y | -5.1% | +151.7% | -156.7% | -25.1% |
| All | -5.1% | +148.4% | -153.5% | -25.1% |
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