+225.4%
ACWI vs PSLV
+189.7%
+35.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | 0.0% |
| 7D | -1.9% | -4.9% | +2.9% | -1.2% |
| 30D | -1.3% | -1.9% | +0.6% | -1.1% |
| 3M | +5.0% | +4.2% | +0.8% | +3.9% |
| 6M | +11.7% | -27.6% | +39.3% | +16.8% |
| YTD | +13.0% | -11.7% | +24.6% | +11.1% |
| 1Y | +19.2% | +49.3% | -30.1% | +4.8% |
| 3Y | +75.0% | +167.1% | -92.1% | +34.6% |
| 5Y | +67.1% | +151.7% | -84.6% | +28.1% |
| All | +225.4% | +189.7% | +35.7% | +122.4% |
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