+250.1%
SPOT vs PSLV
+244.7%
+5.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.7% |
| 7D | -6.9% | -4.9% | -2.0% | -6.1% |
| 30D | +4.1% | -1.9% | +6.0% | +4.2% |
| 3M | +3.7% | +4.2% | -0.5% | +2.4% |
| 6M | -1.6% | -27.6% | +26.0% | +3.1% |
| YTD | -10.2% | -11.7% | +1.5% | -12.2% |
| 1Y | -25.9% | +49.3% | -75.2% | -36.9% |
| 3Y | +235.6% | +167.1% | +68.4% | +144.0% |
| 5Y | +110.6% | +151.7% | -41.1% | +53.0% |
| All | +250.1% | +244.7% | +5.4% | +123.2% |
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