+396.0%
TPR vs PSLV
+110.4%
+285.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -0.3% | -6.3% | +6.0% | +0.5% |
| 30D | +15.1% | -12.7% | +27.8% | +16.9% |
| 3M | +3.5% | -24.7% | +28.3% | +6.7% |
| 6M | +0.4% | -44.6% | +45.0% | +7.0% |
| YTD | +4.6% | -33.3% | +37.9% | +3.4% |
| 1Y | +33.1% | -8.6% | +41.7% | +21.7% |
| 3Y | +396.0% | +108.2% | +287.8% | +258.7% |
| All | +396.0% | +110.4% | +285.6% | +258.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling