-14.4%
SMR vs PSLV
+143.6%
-158.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.3% | -16.0% | -15.8% |
| 7D | -11.2% | -3.5% | -7.8% | -9.7% |
| 30D | -10.2% | -2.1% | -8.1% | -9.2% |
| 3M | -10.0% | -1.6% | -8.4% | -9.7% |
| 6M | -30.5% | -25.5% | -5.0% | -20.0% |
| YTD | -39.2% | -11.4% | -27.8% | -40.7% |
| 1Y | -75.5% | +48.6% | -124.1% | -82.9% |
| 3Y | +45.4% | +166.9% | -121.4% | -27.4% |
| All | -14.4% | +143.6% | -158.0% | -55.3% |
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