+184.4%
SW vs PSLV
+134.7%
+49.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.0% |
| 7D | +2.2% | +3.9% | -1.7% | +1.5% |
| 30D | +7.4% | -16.3% | +23.8% | +10.3% |
| 3M | -5.9% | -23.0% | +17.0% | -2.4% |
| 6M | +9.0% | -36.5% | +45.5% | +16.1% |
| YTD | +18.1% | -29.6% | +47.8% | +21.1% |
| 1Y | +28.7% | -0.5% | +29.2% | +24.5% |
| 3Y | +48.8% | +120.1% | -71.3% | +24.6% |
| 5Y | +2.5% | +93.3% | -90.8% | -13.7% |
| 10Y | +184.4% | +135.7% | +48.7% | +100.5% |
| All | +184.4% | +134.7% | +49.7% | +100.5% |
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