-53.1%
TE vs PSLV
+218.4%
-271.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.2% | -3.5% | +3.7% | +1.4% |
| 30D | -5.9% | -2.1% | -3.8% | -5.2% |
| 3M | -45.6% | -1.6% | -43.9% | -45.3% |
| 6M | -43.4% | -25.5% | -17.9% | -38.3% |
| YTD | -31.0% | -11.4% | -19.6% | -31.7% |
| 1Y | +145.2% | +48.6% | +96.6% | +105.1% |
| 3Y | -24.1% | +166.9% | -190.9% | -46.7% |
| 5Y | -48.1% | +152.4% | -200.6% | -64.0% |
| All | -53.1% | +218.4% | -271.4% | -68.5% |
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