+1,851.9%
TER vs PSLV
+190.6%
+1,661.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +6.4% | -3.5% | +9.8% | +7.6% |
| 30D | -5.7% | -2.1% | -3.5% | -5.0% |
| 3M | -0.4% | -1.6% | +1.2% | -0.2% |
| 6M | +25.8% | -25.5% | +51.3% | +37.0% |
| YTD | +96.4% | -11.4% | +107.8% | +97.4% |
| 1Y | +229.2% | +48.6% | +180.6% | +182.4% |
| 3Y | +288.1% | +166.9% | +121.2% | +178.2% |
| 5Y | +219.9% | +152.4% | +67.5% | +128.7% |
| All | +1,851.9% | +190.6% | +1,661.4% | +1,100.8% |
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