-100.0%
SPXU vs PSLV
+109.5%
-209.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.3% |
| 7D | +2.5% | -3.5% | +5.9% | +1.4% |
| 30D | +4.2% | -2.1% | +6.3% | +3.7% |
| 3M | -9.3% | -1.6% | -7.6% | -8.8% |
| 6M | -30.7% | -25.5% | -5.2% | -34.6% |
| YTD | -28.1% | -11.4% | -16.7% | -25.6% |
| 1Y | -35.2% | +48.6% | -83.8% | -19.2% |
| 3Y | -79.9% | +166.9% | -246.8% | -68.3% |
| 5Y | -86.4% | +152.4% | -238.8% | -77.8% |
| 10Y | -99.5% | +187.8% | -287.3% | -99.1% |
| All | -100.0% | +109.5% | -209.5% | -99.9% |
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