+467.2%
TDY vs PSLV
+190.6%
+276.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.1% | -3.5% | +2.3% | -0.6% |
| 30D | -12.0% | -2.1% | -9.9% | -11.9% |
| 3M | -3.2% | -1.6% | -1.6% | -3.3% |
| 6M | -7.9% | -25.5% | +17.6% | -4.5% |
| YTD | +18.2% | -11.4% | +29.6% | +16.4% |
| 1Y | +6.7% | +48.6% | -41.9% | -4.9% |
| 3Y | +47.5% | +166.9% | -119.3% | +16.0% |
| 5Y | +39.5% | +152.4% | -112.9% | +9.4% |
| All | +467.2% | +190.6% | +276.6% | +278.8% |
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 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