+18.9%
UL vs PSLV
+154.2%
-135.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -3.4% | -3.5% | +0.1% | -3.3% |
| 30D | +0.5% | -2.1% | +2.6% | +0.5% |
| 3M | +7.2% | -1.6% | +8.9% | +7.3% |
| 6M | -3.1% | -25.5% | +22.4% | -1.6% |
| YTD | -2.7% | -11.4% | +8.7% | -3.6% |
| 1Y | -10.2% | +48.6% | -58.8% | -14.6% |
| 3Y | +20.3% | +166.9% | -146.6% | +7.7% |
| All | +18.9% | +154.2% | -135.4% | +0.5% |
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