+141.0%
WY vs PSLV
+108.9%
+32.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -1.9% |
| 7D | -3.7% | -4.9% | +1.2% | -3.0% |
| 30D | -11.3% | -1.9% | -9.4% | -11.1% |
| 3M | -8.1% | +4.2% | -12.3% | -9.1% |
| 6M | -7.4% | -27.6% | +20.2% | -3.7% |
| YTD | -4.7% | -11.7% | +7.0% | -6.2% |
| 1Y | -9.2% | +49.3% | -58.5% | -18.9% |
| 3Y | -24.7% | +167.1% | -191.8% | -40.1% |
| 5Y | -21.6% | +151.7% | -173.2% | -37.6% |
| 10Y | +6.7% | +187.0% | -180.3% | -19.8% |
| All | +141.0% | +108.9% | +32.1% | +66.5% |
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 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