+265.4%
WPM vs PSLV
+154.2%
+111.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -0.6% | -3.5% | +2.9% | +1.9% |
| 30D | +14.4% | -2.1% | +16.6% | +16.5% |
| 3M | +37.0% | -1.6% | +38.6% | +38.9% |
| 6M | +4.1% | -25.5% | +29.6% | +27.8% |
| YTD | +31.7% | -11.4% | +43.1% | +31.8% |
| 1Y | +44.2% | +48.6% | -4.4% | -7.4% |
| 3Y | +265.5% | +166.9% | +98.6% | +38.2% |
| All | +265.4% | +154.2% | +111.1% | +40.5% |
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 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