+3,500.3%
TER vs PSLV
+115.4%
+3,384.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +11.0% | +2.7% | +8.3% | +10.2% |
| 30D | -1.9% | +3.5% | -5.3% | -2.7% |
| 3M | -0.7% | +0.3% | -0.9% | -0.9% |
| 6M | +36.4% | -21.0% | +57.4% | +43.4% |
| YTD | +92.4% | -8.9% | +101.4% | +93.3% |
| 1Y | +213.5% | +54.0% | +159.6% | +183.4% |
| 3Y | +277.2% | +175.4% | +101.8% | +204.3% |
| 5Y | +219.1% | +157.7% | +61.5% | +158.1% |
| 10Y | +1,744.2% | +184.9% | +1,559.3% | +1,328.7% |
| All | +3,500.3% | +115.4% | +3,384.9% | +2,488.2% |
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 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