+225.3%
UL vs PSLV
+108.9%
+116.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -1.0% |
| 7D | -4.1% | -4.9% | +0.8% | -3.7% |
| 30D | -1.2% | -1.9% | +0.7% | -1.1% |
| 3M | +6.0% | +4.2% | +1.8% | +5.4% |
| 6M | -5.5% | -27.6% | +22.1% | -3.4% |
| YTD | -3.3% | -11.7% | +8.3% | -4.1% |
| 1Y | -9.8% | +49.3% | -59.1% | -15.1% |
| 3Y | +20.1% | +167.1% | -147.0% | +6.0% |
| 5Y | +19.2% | +151.7% | -132.5% | +5.0% |
| 10Y | +65.4% | +187.0% | -121.5% | +40.8% |
| All | +225.3% | +108.9% | +116.4% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling