+147.8%
SW vs PSLV
+182.6%
-34.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -4.6% | +7.3% | -11.9% | -5.8% |
| 3M | +9.4% | -7.4% | +16.8% | +10.4% |
| 6M | +3.5% | -20.3% | +23.8% | +6.5% |
| YTD | +22.0% | -8.2% | +30.3% | +20.2% |
| 1Y | +2.2% | +57.9% | -55.7% | -9.1% |
| 3Y | +19.6% | +162.1% | -142.5% | -3.9% |
| 5Y | -2.3% | +151.2% | -153.5% | -22.0% |
| All | +147.8% | +182.6% | -34.8% | +91.9% |
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