+218.7%
TPR vs PSLV
+161.1%
+57.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.6% |
| 7D | -7.3% | +3.3% | -10.6% | -7.7% |
| 30D | -30.7% | +2.1% | -32.9% | -31.0% |
| 3M | -21.6% | +7.1% | -28.8% | -22.5% |
| 6M | -21.3% | -21.6% | +0.2% | -19.5% |
| YTD | -10.2% | -6.7% | -3.4% | -13.7% |
| 1Y | +9.5% | +59.3% | -49.8% | -6.7% |
| 3Y | +280.8% | +182.1% | +98.7% | +186.5% |
| 5Y | +218.7% | +162.6% | +56.1% | +124.2% |
| All | +218.7% | +161.1% | +57.6% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling