-64.8%
Z vs PSLV
+153.8%
-218.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -4.2% | +7.3% | -11.4% | -5.4% |
| 3M | -3.7% | -7.4% | +3.7% | -2.8% |
| 6M | -24.5% | -20.3% | -4.2% | -22.4% |
| YTD | -49.3% | -8.2% | -41.1% | -51.3% |
| 1Y | -58.7% | +57.9% | -116.6% | -66.9% |
| 3Y | -34.1% | +162.1% | -196.2% | -57.0% |
| All | -64.8% | +153.8% | -218.6% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling