+133.6%
SLB vs PSLV
+148.4%
-14.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -0.8% |
| 7D | -2.4% | -4.9% | +2.4% | -1.5% |
| 30D | +4.9% | -1.9% | +6.8% | +5.1% |
| 3M | +1.4% | +4.2% | -2.8% | +0.2% |
| 6M | +17.6% | -27.6% | +45.2% | +24.2% |
| YTD | +48.3% | -11.7% | +60.0% | +44.0% |
| 1Y | +58.7% | +49.3% | +9.4% | +32.1% |
| 3Y | +0.6% | +167.1% | -166.6% | -31.9% |
| 5Y | +133.6% | +151.7% | -18.1% | +63.6% |
| All | +133.6% | +148.4% | -14.8% | +63.6% |
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