-5.3%
SYK vs PSLV
+6.6%
-11.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.4% |
| 7D | +7.5% | -0.1% | +7.5% | +7.4% |
| 30D | +20.4% | -15.6% | +36.1% | +19.7% |
| 3M | -0.3% | -16.6% | +16.3% | -0.9% |
| 6M | +14.2% | -28.5% | +42.6% | +13.2% |
| YTD | -3.8% | -28.7% | +24.8% | -8.5% |
| 1Y | -5.3% | +5.8% | -11.0% | -12.9% |
| All | -5.3% | +6.6% | -11.9% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling