+750.0%
SPY vs PSLV
+120.6%
+629.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | -0.4% | +3.3% | -3.7% | -0.7% |
| 30D | -1.4% | +2.1% | -3.5% | -1.7% |
| 3M | +3.7% | +7.1% | -3.4% | +2.7% |
| 6M | +13.0% | -21.6% | +34.6% | +15.2% |
| YTD | +12.4% | -6.7% | +19.1% | +11.0% |
| 1Y | +18.5% | +59.3% | -40.7% | +9.7% |
| 3Y | +77.6% | +182.1% | -104.5% | +53.1% |
| 5Y | +81.7% | +162.6% | -80.9% | +56.6% |
| 10Y | +319.7% | +203.0% | +116.6% | +250.0% |
| All | +750.0% | +120.6% | +629.4% | +573.4% |
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