-15.0%
ROP vs PSLV
+154.2%
-169.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -4.6% | -3.5% | -1.1% | -4.5% |
| 30D | -1.7% | -2.1% | +0.5% | -1.6% |
| 3M | +17.1% | -1.6% | +18.7% | +17.2% |
| 6M | +10.9% | -25.5% | +36.4% | +12.4% |
| YTD | -12.1% | -11.4% | -0.7% | -13.9% |
| 1Y | -24.2% | +48.6% | -72.8% | -30.6% |
| 3Y | -20.4% | +166.9% | -187.2% | -33.5% |
| All | -15.0% | +154.2% | -169.3% | -32.2% |
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