-19.5%
SAP vs PSLV
+57.1%
-76.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | +9.0% | +7.3% | +1.7% | +8.9% |
| 3M | +14.9% | -7.4% | +22.4% | +15.2% |
| 6M | +11.9% | -20.3% | +32.2% | +12.1% |
| YTD | -9.9% | -8.2% | -1.7% | -10.0% |
| 1Y | -19.5% | +57.9% | -77.5% | -8.7% |
| All | -19.5% | +57.1% | -76.7% | -8.7% |
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 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