+3.2%
AA vs PSLV
+154.2%
-151.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -3.4% | -3.5% | 0.0% | -1.6% |
| 30D | -5.8% | -2.1% | -3.6% | -4.9% |
| 3M | -29.9% | -1.6% | -28.3% | -29.8% |
| 6M | -27.0% | -25.5% | -1.5% | -16.3% |
| YTD | -8.7% | -11.4% | +2.7% | -15.8% |
| 1Y | +50.6% | +48.6% | +2.1% | -7.5% |
| 3Y | +74.1% | +166.9% | -92.8% | -33.5% |
| All | +3.2% | +154.2% | -151.1% | -58.0% |
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