+468.0%
UUUU vs PSLV
+190.6%
+277.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.2% |
| 7D | -10.5% | -3.5% | -7.0% | -8.5% |
| 30D | -10.5% | -2.1% | -8.4% | -9.3% |
| 3M | -14.1% | -1.6% | -12.5% | -13.6% |
| 6M | -35.5% | -25.5% | -10.0% | -22.7% |
| YTD | -10.9% | -11.4% | +0.5% | -9.7% |
| 1Y | +3.4% | +48.6% | -45.2% | -27.9% |
| 3Y | +73.1% | +166.9% | -93.8% | -18.2% |
| 5Y | +87.1% | +152.4% | -65.3% | -8.3% |
| All | +468.0% | +190.6% | +277.4% | +137.8% |
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