-81.4%
RUN vs PSLV
+154.2%
-235.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -3.7% | -3.5% | -0.3% | -2.5% |
| 30D | -13.0% | -2.1% | -10.9% | -12.5% |
| 3M | -31.8% | -1.6% | -30.1% | -32.0% |
| 6M | -32.2% | -25.5% | -6.7% | -25.0% |
| YTD | -53.5% | -11.4% | -42.1% | -56.0% |
| 1Y | -46.5% | +48.6% | -95.1% | -62.3% |
| 3Y | -37.6% | +166.9% | -204.5% | -70.5% |
| All | -81.4% | +154.2% | -235.6% | -91.4% |
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