+264.9%
T vs PSLV
+109.5%
+155.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.5% | -3.5% | +4.9% | +1.6% |
| 30D | +7.5% | -2.1% | +9.6% | +7.5% |
| 3M | +14.8% | -1.6% | +16.5% | +14.8% |
| 6M | -1.7% | -25.5% | +23.8% | -0.7% |
| YTD | +8.7% | -11.4% | +20.1% | +7.7% |
| 1Y | -7.5% | +48.6% | -56.0% | -11.6% |
| 3Y | +110.2% | +166.9% | -56.6% | +91.1% |
| 5Y | +71.6% | +152.4% | -80.8% | +55.9% |
| 10Y | +74.5% | +187.8% | -113.2% | +54.7% |
| All | +264.9% | +109.5% | +155.4% | +214.8% |
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