+50.6%
AA vs PSLV
+49.9%
+0.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -3.4% | -3.5% | 0.0% | -2.2% |
| 30D | -5.8% | -2.1% | -3.6% | -5.1% |
| 3M | -29.9% | -1.6% | -28.3% | -29.8% |
| 6M | -27.0% | -25.5% | -1.5% | -20.9% |
| YTD | -8.7% | -11.4% | +2.7% | -14.3% |
| 1Y | +50.6% | +48.6% | +2.1% | +10.5% |
| All | +50.6% | +49.9% | +0.8% | +10.5% |
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 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