-53.5%
S vs PSLV
+128.2%
-181.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -0.7% | -3.5% | +2.8% | -0.1% |
| 30D | -11.4% | -2.1% | -9.3% | -11.2% |
| 3M | +33.8% | -1.6% | +35.5% | +33.8% |
| 6M | +39.5% | -25.5% | +65.0% | +45.0% |
| YTD | +31.7% | -11.4% | +43.1% | +24.6% |
| 1Y | +7.0% | +48.6% | -41.6% | -16.6% |
| 3Y | +11.8% | +166.9% | -155.1% | -33.4% |
| 5Y | -69.0% | +152.4% | -221.4% | -81.5% |
| All | -53.5% | +128.2% | -181.7% | -71.7% |
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