+747.6%
SPYM vs PSLV
+108.9%
+638.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | 0.0% |
| 7D | -2.0% | -4.9% | +2.9% | -1.5% |
| 30D | -1.6% | -1.9% | +0.2% | -1.5% |
| 3M | +4.7% | +4.2% | +0.6% | +4.0% |
| 6M | +12.6% | -27.6% | +40.2% | +15.8% |
| YTD | +11.8% | -11.7% | +23.5% | +10.9% |
| 1Y | +17.5% | +49.3% | -31.8% | +9.2% |
| 3Y | +77.0% | +167.1% | -90.2% | +52.6% |
| 5Y | +82.6% | +151.7% | -69.1% | +57.3% |
| 10Y | +320.3% | +187.0% | +133.4% | +250.0% |
| All | +747.6% | +108.9% | +638.7% | +584.4% |
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