+59.1%
SO vs PSLV
+148.4%
-89.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.4% |
| 7D | -1.1% | -4.9% | +3.7% | -0.9% |
| 30D | -3.7% | -1.9% | -1.9% | -3.7% |
| 3M | -5.9% | +4.2% | -10.1% | -6.3% |
| 6M | -7.3% | -27.6% | +20.3% | -5.6% |
| YTD | +3.1% | -11.7% | +14.8% | +1.2% |
| 1Y | -1.0% | +49.3% | -50.3% | -9.5% |
| 3Y | +43.2% | +167.1% | -123.9% | +17.1% |
| 5Y | +59.1% | +151.7% | -92.6% | +26.6% |
| All | +59.1% | +148.4% | -89.3% | +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 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