-24.3%
WY vs PSLV
+165.9%
-190.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -4.2% | -3.5% | -0.7% | -3.9% |
| 30D | -10.1% | -2.1% | -7.9% | -10.0% |
| 3M | -8.5% | -1.6% | -6.9% | -8.4% |
| 6M | -3.3% | -25.5% | +22.2% | -1.4% |
| YTD | -4.4% | -11.4% | +7.0% | -6.5% |
| 1Y | -11.5% | +48.6% | -60.1% | -20.5% |
| 3Y | -24.3% | +166.9% | -191.2% | -41.7% |
| All | -24.3% | +165.9% | -190.2% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling