+374.0%
RY vs PSLV
+189.7%
+184.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +0.3% |
| 7D | -2.9% | -4.9% | +2.0% | -2.3% |
| 30D | -2.0% | -1.9% | -0.2% | -1.9% |
| 3M | +4.9% | +4.2% | +0.7% | +3.9% |
| 6M | +26.1% | -27.6% | +53.7% | +30.7% |
| YTD | +22.4% | -11.7% | +34.0% | +20.4% |
| 1Y | +44.7% | +49.3% | -4.6% | +29.4% |
| 3Y | +155.7% | +167.1% | -11.5% | +102.1% |
| 5Y | +137.7% | +151.7% | -14.0% | +87.2% |
| All | +374.0% | +189.7% | +184.3% | +233.1% |
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