+125.0%
SU vs PSLV
+165.9%
-40.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.2% | -3.5% | +5.7% | +2.5% |
| 30D | +8.4% | -2.1% | +10.6% | +8.6% |
| 3M | +12.1% | -1.6% | +13.7% | +12.1% |
| 6M | +19.7% | -25.5% | +45.2% | +22.7% |
| YTD | +58.4% | -11.4% | +69.8% | +53.4% |
| 1Y | +67.2% | +48.6% | +18.7% | +42.4% |
| 3Y | +125.0% | +166.9% | -41.8% | +62.8% |
| All | +125.0% | +165.9% | -40.8% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling