+420.8%
RSG vs PSLV
+190.6%
+230.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | 0.0% | -3.5% | +3.5% | +0.2% |
| 30D | +4.0% | -2.1% | +6.1% | +4.0% |
| 3M | +7.4% | -1.6% | +9.0% | +7.4% |
| 6M | +0.1% | -25.5% | +25.6% | +1.7% |
| YTD | +6.0% | -11.4% | +17.4% | +4.9% |
| 1Y | -3.0% | +48.6% | -51.6% | -9.1% |
| 3Y | +56.5% | +166.9% | -110.4% | +36.1% |
| 5Y | +90.9% | +152.4% | -61.5% | +65.5% |
| All | +420.8% | +190.6% | +230.3% | +313.1% |
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 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