+48.2%
SW vs PSLV
+125.0%
-76.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.2% |
| 7D | +1.8% | +6.3% | -4.5% | +0.8% |
| 30D | +7.0% | -13.0% | +20.0% | +9.3% |
| 3M | -7.6% | -16.9% | +9.3% | -5.1% |
| 6M | +8.5% | -34.0% | +42.5% | +15.4% |
| YTD | +17.7% | -26.8% | +44.5% | +18.9% |
| 1Y | +27.1% | +7.7% | +19.4% | +18.4% |
| 3Y | +48.2% | +125.3% | -77.1% | +7.3% |
| All | +48.2% | +125.0% | -76.8% | +7.3% |
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 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