+11.2%
SPYG vs PSLV
+7.9%
+3.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | +0.5% |
| 7D | -2.8% | -2.6% | -0.1% | -2.5% |
| 30D | -6.2% | -14.2% | +8.0% | -4.5% |
| 3M | -3.6% | -12.2% | +8.7% | -2.2% |
| 6M | +4.8% | -28.1% | +32.8% | +8.1% |
| YTD | +11.0% | -28.2% | +39.2% | +12.1% |
| 1Y | +11.2% | +9.1% | +2.1% | +1.5% |
| All | +11.2% | +7.9% | +3.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling