+307.1%
TPR vs PSLV
+189.7%
+117.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.3% | +7.2% | +2.9% |
| 7D | -5.1% | -4.9% | -0.3% | -4.3% |
| 30D | -27.6% | -1.9% | -25.7% | -27.4% |
| 3M | -17.5% | +4.2% | -21.7% | -18.5% |
| 6M | -21.3% | -27.6% | +6.3% | -17.2% |
| YTD | -8.5% | -11.7% | +3.2% | -11.5% |
| 1Y | +11.5% | +49.3% | -37.9% | -7.1% |
| 3Y | +288.0% | +167.1% | +120.9% | +172.2% |
| 5Y | +225.2% | +151.7% | +73.5% | +126.2% |
| All | +307.1% | +189.7% | +117.3% | +126.1% |
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