+293.4%
SN vs PSLV
+148.7%
+144.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -3.0% |
| 7D | -7.2% | -4.9% | -2.3% | -6.4% |
| 30D | -13.4% | -1.9% | -11.5% | -13.1% |
| 3M | +26.8% | +4.2% | +22.6% | +25.6% |
| 6M | +44.6% | -27.6% | +72.2% | +51.5% |
| YTD | +45.3% | -11.7% | +57.0% | +39.0% |
| 1Y | +40.1% | +49.3% | -9.2% | +12.4% |
| 3Y | +375.3% | +167.1% | +208.1% | +210.5% |
| All | +293.4% | +148.7% | +144.7% | +161.4% |
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