-25.8%
TE vs PSLV
+7.9%
-33.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.0% | -9.5% | -6.0% |
| 7D | +3.8% | -2.6% | +6.4% | +4.6% |
| 30D | -26.2% | -14.2% | -12.1% | -21.5% |
| 3M | -49.7% | -12.2% | -37.5% | -47.0% |
| 6M | -46.5% | -28.1% | -18.4% | -39.3% |
| YTD | -59.1% | -28.2% | -30.9% | -59.8% |
| 1Y | -25.8% | +9.1% | -34.9% | -68.2% |
| All | -25.8% | +7.9% | -33.7% | -68.2% |
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 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