+265.2%
SU vs PSLV
+190.6%
+74.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.2% | -3.5% | +5.7% | +2.9% |
| 30D | +8.4% | -2.1% | +10.6% | +8.7% |
| 3M | +12.1% | -1.6% | +13.7% | +11.9% |
| 6M | +19.7% | -25.5% | +45.2% | +25.6% |
| YTD | +58.4% | -11.4% | +69.8% | +52.2% |
| 1Y | +67.2% | +48.6% | +18.7% | +34.9% |
| 3Y | +125.0% | +166.9% | -41.8% | +46.4% |
| 5Y | +355.1% | +152.4% | +202.7% | +196.2% |
| All | +265.2% | +190.6% | +74.6% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling