-54.3%
S vs PSLV
+134.6%
-188.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | -5.8% | +2.7% | -8.5% | -6.2% |
| 30D | -9.2% | +3.5% | -12.7% | -9.8% |
| 3M | +23.4% | +0.3% | +23.1% | +23.0% |
| 6M | +36.9% | -21.0% | +57.9% | +40.9% |
| YTD | +29.5% | -8.9% | +38.5% | +22.1% |
| 1Y | +5.4% | +54.0% | -48.5% | -18.4% |
| 3Y | +14.7% | +175.4% | -160.7% | -32.1% |
| 5Y | -71.5% | +157.7% | -229.2% | -83.0% |
| All | -54.3% | +134.6% | -188.9% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling