+108.7%
SPG vs PSLV
+148.4%
-39.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.5% |
| 7D | -2.2% | -4.9% | +2.7% | -1.9% |
| 30D | -5.8% | -1.9% | -3.9% | -5.7% |
| 3M | -2.8% | +4.2% | -7.0% | -3.3% |
| 6M | +8.9% | -27.6% | +36.5% | +11.4% |
| YTD | +14.3% | -11.7% | +26.0% | +11.8% |
| 1Y | +19.5% | +49.3% | -29.8% | +7.0% |
| 3Y | +106.9% | +167.1% | -60.3% | +65.0% |
| 5Y | +108.7% | +151.7% | -43.0% | +58.0% |
| All | +108.7% | +148.4% | -39.7% | +58.0% |
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 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