-20.4%
ROP vs PSLV
+165.1%
-185.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | -0.4% |
| 7D | -8.0% | -4.9% | -3.1% | -8.0% |
| 30D | -2.7% | -1.9% | -0.9% | -2.7% |
| 3M | +16.6% | +4.2% | +12.4% | +16.7% |
| 6M | +10.4% | -27.6% | +38.0% | +11.2% |
| YTD | -12.1% | -11.7% | -0.4% | -13.5% |
| 1Y | -23.6% | +49.3% | -72.9% | -28.3% |
| All | -20.4% | +165.1% | -185.5% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling