+165.0%
W vs PSLV
+209.0%
-44.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | +6.5% | +2.7% | +3.8% | +5.5% |
| 30D | -6.2% | +3.5% | -9.7% | -7.4% |
| 3M | +48.9% | +0.3% | +48.6% | +47.8% |
| 6M | +31.2% | -21.0% | +52.2% | +40.1% |
| YTD | -0.4% | -8.9% | +8.5% | -5.0% |
| 1Y | +14.8% | +54.0% | -39.1% | -12.7% |
| 3Y | +40.5% | +175.4% | -134.9% | -16.3% |
| 5Y | -62.1% | +157.7% | -219.8% | -77.3% |
| 10Y | +141.5% | +184.9% | -43.4% | +18.4% |
| All | +165.0% | +209.0% | -44.0% | +43.4% |
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