+63.7%
SE vs PSLV
+110.4%
-46.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | -0.5% | -6.3% | +5.8% | +0.7% |
| 30D | -20.9% | -12.7% | -8.3% | -19.0% |
| 3M | -38.9% | -24.7% | -14.1% | -35.9% |
| 6M | -19.4% | -44.6% | +25.2% | -11.0% |
| YTD | -40.9% | -33.3% | -7.6% | -37.8% |
| 1Y | -46.2% | -8.6% | -37.6% | -46.9% |
| 3Y | +63.7% | +108.2% | -44.5% | +44.1% |
| All | +63.7% | +110.4% | -46.7% | +44.1% |
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