+126.5%
RY vs PSLV
+91.2%
+35.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -3.0% | -1.5% | -1.5% | -2.8% |
| 30D | +6.3% | -15.2% | +21.5% | +8.1% |
| 3M | -2.6% | -21.4% | +18.8% | -0.2% |
| 6M | +13.9% | -39.9% | +53.9% | +20.0% |
| YTD | +21.7% | -29.3% | +50.9% | +22.4% |
| 1Y | +40.4% | -1.6% | +42.0% | +33.5% |
| 3Y | +161.3% | +121.3% | +40.0% | +108.2% |
| 5Y | +126.5% | +89.9% | +36.6% | +79.1% |
| All | +126.5% | +91.2% | +35.3% | +79.1% |
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 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