+6.5%
Z vs PSLV
+198.1%
-191.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -4.6% | +5.1% | -9.7% | -5.5% |
| 30D | +8.3% | -13.3% | +21.7% | +11.6% |
| 3M | -11.6% | -16.5% | +4.9% | -8.3% |
| 6M | -33.6% | -32.8% | -0.9% | -28.2% |
| YTD | -56.7% | -28.8% | -27.9% | -56.2% |
| 1Y | -59.1% | +5.8% | -65.0% | -63.7% |
| 3Y | -20.4% | +114.8% | -135.2% | -45.7% |
| 5Y | -55.3% | +99.5% | -154.8% | -69.3% |
| 10Y | -14.2% | +138.2% | -152.4% | -50.4% |
| All | +6.5% | +198.1% | -191.5% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling