+76.9%
SPY vs PSLV
+165.9%
-89.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | -1.1% | -2.1% | +1.1% | -0.9% |
| 3M | +3.9% | -1.6% | +5.5% | +3.8% |
| 6M | +13.6% | -25.5% | +39.1% | +15.9% |
| YTD | +12.7% | -11.4% | +24.1% | +10.8% |
| 1Y | +17.5% | +48.6% | -31.1% | +6.9% |
| 3Y | +76.9% | +166.9% | -90.0% | +48.9% |
| All | +76.9% | +165.9% | -89.0% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling