+3.4%
SLB vs PSLV
+110.4%
-107.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +3.5% | -6.3% | +9.8% | +4.5% |
| 30D | +6.5% | -12.7% | +19.2% | +8.7% |
| 3M | -0.2% | -24.7% | +24.5% | +4.0% |
| 6M | -5.7% | -44.6% | +38.9% | +2.4% |
| YTD | +36.8% | -33.3% | +70.1% | +39.3% |
| 1Y | +45.8% | -8.6% | +54.4% | +39.6% |
| 3Y | +3.4% | +108.2% | -104.8% | -18.0% |
| All | +3.4% | +110.4% | -107.0% | -18.0% |
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