+356.2%
TPR vs PSLV
+142.8%
+213.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -0.3% | -6.3% | +6.0% | +0.9% |
| 30D | +15.1% | -12.7% | +27.8% | +18.0% |
| 3M | +3.5% | -24.7% | +28.3% | +8.7% |
| 6M | +0.4% | -44.6% | +45.0% | +11.5% |
| YTD | +4.6% | -33.3% | +37.9% | +6.3% |
| 1Y | +33.1% | -8.6% | +41.7% | +23.8% |
| 3Y | +396.0% | +108.2% | +287.8% | +261.3% |
| 5Y | +230.3% | +79.1% | +151.2% | +145.2% |
| All | +356.2% | +142.8% | +213.4% | +152.8% |
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