+74.2%
AA vs PSLV
+165.1%
-90.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.3% | +0.5% | -2.3% |
| 7D | -5.4% | -4.9% | -0.5% | -3.2% |
| 30D | -10.7% | -1.9% | -8.8% | -10.1% |
| 3M | -26.2% | +4.2% | -30.4% | -27.9% |
| 6M | -20.9% | -27.6% | +6.7% | -9.9% |
| YTD | -8.6% | -11.7% | +3.0% | -16.1% |
| 1Y | +57.4% | +49.3% | +8.1% | -2.7% |
| All | +74.2% | +165.1% | -90.9% | -33.3% |
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