+68.4%
SAP vs PSLV
+110.4%
-42.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.5% |
| 7D | +0.6% | -6.3% | +6.9% | +1.1% |
| 30D | +6.5% | -12.7% | +19.2% | +7.6% |
| 3M | +12.2% | -24.7% | +37.0% | +14.6% |
| 6M | +46.1% | -44.6% | +90.7% | +52.7% |
| YTD | -1.6% | -33.3% | +31.7% | -2.2% |
| 1Y | -5.1% | -8.6% | +3.5% | -11.0% |
| 3Y | +68.4% | +108.2% | -39.8% | +34.6% |
| All | +68.4% | +110.4% | -42.0% | +34.6% |
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