+69.6%
V vs PSLV
+148.4%
-78.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.2% |
| 7D | -3.0% | -4.9% | +1.8% | -2.9% |
| 30D | +1.2% | -1.9% | +3.1% | +1.2% |
| 3M | +13.9% | +4.2% | +9.7% | +13.6% |
| 6M | +17.2% | -27.6% | +44.8% | +18.9% |
| YTD | +5.3% | -11.7% | +17.0% | +4.9% |
| 1Y | +9.5% | +49.3% | -39.8% | +4.2% |
| 3Y | +51.9% | +167.1% | -115.2% | +34.8% |
| 5Y | +69.6% | +151.7% | -82.1% | +45.0% |
| All | +69.6% | +148.4% | -78.8% | +45.0% |
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