+167.6%
SYK vs PSLV
+189.7%
-22.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -1.5% |
| 7D | -12.3% | -4.9% | -7.5% | -11.9% |
| 30D | -22.4% | -1.9% | -20.6% | -22.4% |
| 3M | -12.3% | +4.2% | -16.5% | -12.9% |
| 6M | -24.3% | -27.6% | +3.3% | -22.2% |
| YTD | -22.8% | -11.7% | -11.1% | -24.7% |
| 1Y | -28.8% | +49.3% | -78.1% | -36.6% |
| 3Y | -4.0% | +167.1% | -171.1% | -24.0% |
| 5Y | +3.8% | +151.7% | -147.8% | -18.1% |
| All | +167.6% | +189.7% | -22.2% | +90.3% |
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