+367.3%
SPG vs PSLV
+115.4%
+251.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | 0.0% | +2.7% | -2.7% | -0.3% |
| 30D | -4.9% | +3.5% | -8.4% | -5.4% |
| 3M | +3.3% | +0.3% | +3.0% | +3.0% |
| 6M | +11.2% | -21.0% | +32.2% | +13.3% |
| YTD | +17.1% | -8.9% | +26.0% | +15.3% |
| 1Y | +21.6% | +54.0% | -32.4% | +11.4% |
| 3Y | +111.9% | +175.4% | -63.6% | +78.5% |
| 5Y | +106.9% | +157.7% | -50.7% | +74.2% |
| 10Y | +62.2% | +184.9% | -122.7% | +30.8% |
| All | +367.3% | +115.4% | +251.9% | +216.3% |
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