-64.0%
Z vs PSLV
+54.2%
-118.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.4% |
| 7D | -3.3% | +2.7% | -5.9% | -3.3% |
| 30D | -3.7% | +3.5% | -7.2% | -3.8% |
| 3M | -7.0% | +0.3% | -7.3% | -7.0% |
| 6M | -29.5% | -21.0% | -8.5% | -29.5% |
| YTD | -52.6% | -8.9% | -43.6% | -50.4% |
| 1Y | -64.0% | +54.0% | -118.0% | -57.5% |
| All | -64.0% | +54.2% | -118.2% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling