+360.8%
SO vs PSLV
+115.4%
+245.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +1.0% | +2.7% | -1.6% | +0.8% |
| 30D | -3.2% | +3.5% | -6.7% | -3.5% |
| 3M | -1.7% | +0.3% | -2.0% | -1.9% |
| 6M | -7.2% | -21.0% | +13.8% | -6.0% |
| YTD | +4.6% | -8.9% | +13.5% | +3.5% |
| 1Y | +1.2% | +54.0% | -52.8% | -4.7% |
| 3Y | +45.3% | +175.4% | -130.2% | +28.7% |
| 5Y | +58.7% | +157.7% | -98.9% | +40.7% |
| 10Y | +155.9% | +184.9% | -29.1% | +119.3% |
| All | +360.8% | +115.4% | +245.4% | +285.8% |
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