-68.9%
S vs PSLV
+148.4%
-217.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.3% | +7.2% | +2.7% |
| 7D | +0.1% | -4.9% | +4.9% | +0.8% |
| 30D | -11.8% | -1.9% | -9.9% | -11.6% |
| 3M | +33.9% | +4.2% | +29.8% | +32.6% |
| 6M | +40.1% | -27.6% | +67.7% | +46.3% |
| YTD | +32.1% | -11.7% | +43.7% | +25.0% |
| 1Y | +11.0% | +49.3% | -38.3% | -13.5% |
| 3Y | +16.9% | +167.1% | -150.2% | -30.2% |
| 5Y | -68.9% | +151.7% | -220.6% | -81.8% |
| All | -68.9% | +148.4% | -217.3% | -81.8% |
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