+718.7%
WMT vs PSLV
+109.5%
+609.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | 0.0% | -3.5% | +3.5% | +0.1% |
| 30D | -7.4% | -2.1% | -5.3% | -7.4% |
| 3M | -10.9% | -1.6% | -9.2% | -10.9% |
| 6M | -12.7% | -25.5% | +12.8% | -11.9% |
| YTD | -3.2% | -11.4% | +8.2% | -3.7% |
| 1Y | +5.3% | +48.6% | -43.3% | +2.0% |
| 3Y | +101.9% | +166.9% | -65.0% | +89.6% |
| 5Y | +134.6% | +152.4% | -17.9% | +120.0% |
| 10Y | +440.4% | +187.8% | +252.6% | +399.5% |
| All | +718.7% | +109.5% | +609.2% | +662.0% |
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 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