+211.9%
TER vs PSLV
+148.4%
+63.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.8% | -1.6% |
| 7D | +9.4% | -4.9% | +14.2% | +11.4% |
| 30D | -2.4% | -1.9% | -0.6% | -1.8% |
| 3M | +6.5% | +4.2% | +2.4% | +4.7% |
| 6M | +23.2% | -27.6% | +50.8% | +36.2% |
| YTD | +91.5% | -11.7% | +103.1% | +90.8% |
| 1Y | +214.8% | +49.3% | +165.5% | +159.7% |
| 3Y | +275.3% | +167.1% | +108.2% | +150.0% |
| 5Y | +211.9% | +151.7% | +60.2% | +97.7% |
| All | +211.9% | +148.4% | +63.5% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling