+17.4%
TPR vs PSLV
+57.1%
-39.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.3% | -0.6% | -1.7% | -2.3% |
| 30D | -23.0% | +7.3% | -30.2% | -23.4% |
| 3M | -12.5% | -7.4% | -5.0% | -12.3% |
| 6M | -21.4% | -20.3% | -1.2% | -21.2% |
| YTD | -3.5% | -8.2% | +4.7% | -6.7% |
| 1Y | +17.4% | +57.9% | -40.6% | +13.4% |
| All | +17.4% | +57.1% | -39.8% | +13.4% |
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