+994.0%
SPYG vs PSLV
+108.9%
+885.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.2% |
| 7D | -1.8% | -4.9% | +3.1% | -1.3% |
| 30D | -1.9% | -1.9% | 0.0% | -1.8% |
| 3M | +5.2% | +4.2% | +1.0% | +4.4% |
| 6M | +15.6% | -27.6% | +43.1% | +19.2% |
| YTD | +12.4% | -11.7% | +24.1% | +11.7% |
| 1Y | +17.5% | +49.3% | -31.9% | +9.0% |
| 3Y | +98.1% | +167.1% | -69.1% | +70.5% |
| 5Y | +84.9% | +151.7% | -66.8% | +59.0% |
| 10Y | +417.7% | +187.0% | +230.7% | +331.3% |
| All | +994.0% | +108.9% | +885.1% | +754.5% |
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 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