+15.6%
U vs PSLV
+165.9%
-150.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +5.5% | -3.5% | +9.0% | +6.7% |
| 30D | -1.3% | -2.1% | +0.9% | -0.9% |
| 3M | +64.6% | -1.6% | +66.2% | +64.5% |
| 6M | +119.4% | -25.5% | +144.9% | +138.5% |
| YTD | -0.5% | -11.4% | +10.9% | +1.3% |
| 1Y | +1.3% | +48.6% | -47.3% | -19.7% |
| 3Y | +15.6% | +166.9% | -151.3% | -30.2% |
| All | +15.6% | +165.9% | -150.2% | -30.2% |
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 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