-18.5%
Z vs PSLV
+148.5%
-166.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.5% |
| 7D | -4.9% | -4.3% | -0.7% | -3.9% |
| 30D | +3.0% | -16.6% | +19.6% | +7.3% |
| 3M | -13.4% | -24.6% | +11.2% | -7.9% |
| 6M | -27.3% | -42.5% | +15.2% | -18.1% |
| YTD | -57.8% | -31.7% | -26.1% | -57.0% |
| 1Y | -60.0% | -8.7% | -51.4% | -63.3% |
| 3Y | -21.5% | +113.6% | -135.2% | -48.5% |
| 5Y | -55.0% | +83.3% | -138.3% | -69.4% |
| All | -18.5% | +148.5% | -166.9% | -59.3% |
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