-2.3%
SW vs PSLV
+153.8%
-156.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -4.6% | +7.3% | -11.9% | -5.7% |
| 3M | +9.4% | -7.4% | +16.8% | +10.3% |
| 6M | +3.5% | -20.3% | +23.8% | +6.2% |
| YTD | +22.0% | -8.2% | +30.3% | +20.0% |
| 1Y | +2.2% | +57.9% | -55.7% | -9.0% |
| 3Y | +19.6% | +162.1% | -142.5% | -3.7% |
| All | -2.3% | +153.8% | -156.1% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling