+9.0%
SLB vs PSLV
+57.8%
-48.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.0% |
| 7D | +3.5% | -6.3% | +9.8% | +4.9% |
| 30D | +6.5% | -12.7% | +19.2% | +9.5% |
| 3M | -0.2% | -24.7% | +24.5% | +5.6% |
| 6M | -5.7% | -44.6% | +38.9% | +6.1% |
| YTD | +36.8% | -33.3% | +70.1% | +42.8% |
| 1Y | +45.8% | -8.6% | +54.4% | +40.5% |
| 3Y | +3.4% | +108.2% | -104.8% | -19.9% |
| 5Y | +76.1% | +79.1% | -3.0% | +40.1% |
| 10Y | -13.0% | +137.7% | -150.7% | -37.3% |
| All | +9.0% | +57.8% | -48.8% | -26.6% |
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 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