+225.2%
ACWI vs PSLV
+142.8%
+82.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | +2.4% | -6.3% | +8.7% | +3.6% |
| 30D | -1.7% | -12.7% | +11.0% | +0.5% |
| 3M | -3.9% | -24.7% | +20.8% | +0.4% |
| 6M | +0.8% | -44.6% | +45.4% | +10.4% |
| YTD | +11.0% | -33.3% | +44.3% | +14.2% |
| 1Y | +13.1% | -8.6% | +21.7% | +8.8% |
| 3Y | +73.9% | +108.2% | -34.3% | +38.8% |
| 5Y | +59.0% | +79.1% | -20.1% | +29.0% |
| All | +225.2% | +142.8% | +82.5% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling