+61.5%
ACWI vs PSLV
+91.2%
-29.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | -2.0% | -15.2% | +13.3% | +0.4% |
| 3M | -2.2% | -21.4% | +19.3% | +1.2% |
| 6M | +1.9% | -39.9% | +41.8% | +9.1% |
| YTD | +12.0% | -29.3% | +41.2% | +13.2% |
| 1Y | +12.5% | -1.6% | +14.1% | +6.3% |
| 3Y | +75.4% | +121.3% | -45.9% | +37.4% |
| 5Y | +61.5% | +89.9% | -28.4% | +26.8% |
| All | +61.5% | +91.2% | -29.7% | +26.8% |
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