+182.3%
SW vs PSLV
+138.3%
+44.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -2.6% | -1.5% | -1.1% | -2.4% |
| 30D | +7.2% | -15.2% | +22.5% | +9.8% |
| 3M | -10.5% | -21.4% | +11.0% | -7.3% |
| 6M | +9.9% | -39.9% | +49.8% | +18.1% |
| YTD | +17.2% | -29.3% | +46.5% | +20.1% |
| 1Y | +26.5% | -1.6% | +28.1% | +22.5% |
| 3Y | +47.7% | +121.3% | -73.6% | +23.4% |
| 5Y | +0.2% | +89.9% | -89.7% | -15.5% |
| 10Y | +182.3% | +152.0% | +30.3% | +97.3% |
| All | +182.3% | +138.3% | +44.0% | +97.3% |
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