+7.0%
S vs PSLV
+49.9%
-42.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -0.7% | -3.5% | +2.8% | -0.7% |
| 30D | -11.4% | -2.1% | -9.3% | -11.3% |
| 3M | +33.8% | -1.6% | +35.5% | +33.8% |
| 6M | +39.5% | -25.5% | +65.0% | +38.6% |
| YTD | +31.7% | -11.4% | +43.1% | +31.1% |
| 1Y | +7.0% | +48.6% | -41.6% | -1.9% |
| All | +7.0% | +49.9% | -42.9% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling