+81.4%
AA vs PSLV
+120.6%
-39.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.9% |
| 7D | -0.6% | +3.3% | -4.0% | -1.9% |
| 30D | -1.6% | +2.1% | -3.7% | -2.5% |
| 3M | -29.8% | +7.1% | -36.9% | -31.9% |
| 6M | -16.6% | -21.6% | +5.0% | -9.5% |
| YTD | -4.0% | -6.7% | +2.7% | -6.9% |
| 1Y | +63.5% | +59.3% | +4.2% | +26.8% |
| 3Y | +86.8% | +182.1% | -95.3% | +16.6% |
| 5Y | +12.4% | +162.6% | -150.3% | -28.2% |
| 10Y | +132.3% | +203.0% | -70.7% | +38.3% |
| All | +81.4% | +120.6% | -39.2% | +1.3% |
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 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