+185.2%
SITM vs PSLV
+154.2%
+31.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.4% |
| 7D | +3.9% | -3.5% | +7.3% | +5.0% |
| 30D | -6.6% | -2.1% | -4.4% | -6.1% |
| 3M | -11.9% | -1.6% | -10.2% | -11.9% |
| 6M | +81.1% | -25.5% | +106.6% | +97.0% |
| YTD | +80.0% | -11.4% | +91.4% | +67.0% |
| 1Y | +145.8% | +48.6% | +97.3% | +71.1% |
| 3Y | +475.9% | +166.9% | +309.0% | +207.4% |
| All | +185.2% | +154.2% | +31.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling