+337.1%
SYY vs PSLV
+108.9%
+228.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +1.3% |
| 7D | +1.5% | -4.9% | +6.4% | +1.9% |
| 30D | -2.3% | -1.9% | -0.4% | -2.2% |
| 3M | +5.5% | +4.2% | +1.3% | +5.0% |
| 6M | -1.0% | -27.6% | +26.6% | +1.1% |
| YTD | +14.1% | -11.7% | +25.8% | +13.2% |
| 1Y | +5.6% | +49.3% | -43.8% | -0.5% |
| 3Y | +27.9% | +167.1% | -139.3% | +13.1% |
| 5Y | +22.7% | +151.7% | -129.0% | +8.4% |
| 10Y | +113.9% | +187.0% | -73.0% | +82.1% |
| All | +337.1% | +108.9% | +228.2% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling