-33.0%
Z vs PSLV
+176.8%
-209.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -4.2% | +7.3% | -11.4% | -5.0% |
| 3M | -3.7% | -7.4% | +3.7% | -3.0% |
| 6M | -24.5% | -20.3% | -4.2% | -23.1% |
| YTD | -49.3% | -8.2% | -41.1% | -50.8% |
| 1Y | -58.7% | +57.9% | -116.6% | -65.8% |
| All | -33.0% | +176.8% | -209.8% | -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 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