-60.0%
Z vs PSLV
-6.2%
-53.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.0% |
| 7D | -4.9% | -4.3% | -0.7% | -4.6% |
| 30D | +3.0% | -16.6% | +19.6% | +3.9% |
| 3M | -13.4% | -24.6% | +11.2% | -12.1% |
| 6M | -27.3% | -42.5% | +15.2% | -25.6% |
| YTD | -57.8% | -31.7% | -26.1% | -55.5% |
| 1Y | -60.0% | -8.7% | -51.4% | -58.0% |
| All | -60.0% | -6.2% | -53.8% | -58.0% |
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