+21.7%
SPYG vs PSLV
+57.1%
-35.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -0.4% | +7.3% | -7.7% | -1.3% |
| 3M | +0.5% | -7.4% | +8.0% | +1.0% |
| 6M | +17.5% | -20.3% | +37.7% | +18.8% |
| YTD | +14.3% | -8.2% | +22.6% | +13.3% |
| 1Y | +21.7% | +57.9% | -36.2% | +12.1% |
| All | +21.7% | +57.1% | -35.4% | +12.1% |
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