+89.2%
USB vs PSLV
+139.6%
-50.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.3% |
| 7D | +0.8% | +6.3% | -5.6% | +0.4% |
| 30D | +6.8% | -13.0% | +19.8% | +7.7% |
| 3M | -3.8% | -16.9% | +13.1% | -2.8% |
| 6M | +11.7% | -34.0% | +45.7% | +14.4% |
| YTD | +17.5% | -26.8% | +44.3% | +17.5% |
| 1Y | +33.8% | +7.7% | +26.1% | +29.2% |
| 3Y | +104.2% | +125.3% | -21.0% | +83.2% |
| 5Y | +26.4% | +103.8% | -77.4% | +13.4% |
| 10Y | +89.2% | +145.0% | -55.8% | +51.5% |
| All | +89.2% | +139.6% | -50.4% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling