-5.8%
Z vs PSLV
+183.8%
-189.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.3% |
| 7D | -3.3% | +2.7% | -5.9% | -3.8% |
| 30D | -3.7% | +3.5% | -7.2% | -4.6% |
| 3M | -7.0% | +0.3% | -7.3% | -7.5% |
| 6M | -29.5% | -21.0% | -8.5% | -26.5% |
| YTD | -52.6% | -8.9% | -43.6% | -54.6% |
| 1Y | -64.0% | +54.0% | -118.0% | -71.6% |
| 3Y | -36.4% | +175.4% | -211.9% | -60.3% |
| 5Y | -65.8% | +157.7% | -223.4% | -78.5% |
| 10Y | -5.8% | +184.9% | -190.7% | -51.3% |
| All | -5.8% | +183.8% | -189.6% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling