+553.4%
SE vs PSLV
+226.3%
+327.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -5.2% | -3.5% | -1.8% | -4.5% |
| 30D | -17.1% | -2.1% | -14.9% | -16.8% |
| 3M | +24.0% | -1.6% | +25.6% | +23.7% |
| 6M | +21.0% | -25.5% | +46.5% | +27.8% |
| YTD | -16.7% | -11.4% | -5.3% | -17.5% |
| 1Y | -45.9% | +48.6% | -94.5% | -53.6% |
| 3Y | +177.8% | +166.9% | +10.9% | +100.7% |
| 5Y | -67.4% | +152.4% | -219.8% | -76.4% |
| All | +553.4% | +226.3% | +327.1% | +308.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling