+62.1%
SPG vs PSLV
+190.6%
-128.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | -6.1% | -2.1% | -4.0% | -6.0% |
| 3M | -3.6% | -1.6% | -2.0% | -3.8% |
| 6M | +10.4% | -25.5% | +35.9% | +13.9% |
| YTD | +14.4% | -11.4% | +25.8% | +11.7% |
| 1Y | +16.5% | +48.6% | -32.0% | +2.2% |
| 3Y | +106.8% | +166.9% | -60.1% | +58.4% |
| 5Y | +108.9% | +152.4% | -43.5% | +59.0% |
| All | +62.1% | +190.6% | -128.5% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling