+181.6%
SE vs PSLV
+165.1%
+16.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | 0.0% |
| 7D | -4.8% | -4.9% | +0.1% | -4.0% |
| 30D | -18.1% | -1.9% | -16.2% | -18.0% |
| 3M | +30.6% | +4.2% | +26.4% | +29.1% |
| 6M | +20.8% | -27.6% | +48.4% | +25.9% |
| YTD | -15.6% | -11.7% | -3.9% | -14.9% |
| 1Y | -44.2% | +49.3% | -93.5% | -48.9% |
| All | +181.6% | +165.1% | +16.5% | +154.7% |
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 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