+597.0%
SE vs PSLV
+235.5%
+361.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +0.6% | +2.7% | -2.1% | 0.0% |
| 30D | -0.1% | +3.5% | -3.5% | -1.0% |
| 3M | +34.1% | +0.3% | +33.9% | +33.3% |
| 6M | +23.2% | -21.0% | +44.2% | +28.5% |
| YTD | -11.2% | -8.9% | -2.2% | -12.4% |
| 1Y | -40.5% | +54.0% | -94.5% | -49.3% |
| 3Y | +196.3% | +175.4% | +20.8% | +112.6% |
| 5Y | -67.0% | +157.7% | -224.7% | -76.3% |
| All | +597.0% | +235.5% | +361.5% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling