+53.8%
SAP vs PSLV
+165.1%
-111.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -1.1% |
| 7D | -5.1% | -4.9% | -0.2% | -4.7% |
| 30D | -1.8% | -1.9% | +0.1% | -1.6% |
| 3M | +20.9% | +4.2% | +16.7% | +20.5% |
| 6M | +7.0% | -27.6% | +34.6% | +9.3% |
| YTD | -13.7% | -11.7% | -2.1% | -15.8% |
| 1Y | -19.6% | +49.3% | -68.9% | -28.8% |
| All | +53.8% | +165.1% | -111.3% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling