-16.5%
Z vs PSLV
+110.4%
-126.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.8% |
| 7D | +0.8% | -6.3% | +7.1% | +1.7% |
| 30D | +5.2% | -12.7% | +17.9% | +6.9% |
| 3M | -17.0% | -24.7% | +7.7% | -14.3% |
| 6M | -22.7% | -44.6% | +21.9% | -17.5% |
| YTD | -56.3% | -33.3% | -23.0% | -55.9% |
| 1Y | -57.7% | -8.6% | -49.1% | -60.6% |
| 3Y | -16.5% | +108.2% | -124.7% | -44.6% |
| All | -16.5% | +110.4% | -126.9% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling