+67.5%
ACWI vs PSLV
+161.1%
-93.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | 0.0% | +3.3% | -3.3% | -0.5% |
| 30D | -0.6% | +2.1% | -2.7% | -1.0% |
| 3M | +4.3% | +7.1% | -2.9% | +2.9% |
| 6M | +12.7% | -21.6% | +34.3% | +15.7% |
| YTD | +13.9% | -6.7% | +20.6% | +10.8% |
| 1Y | +20.5% | +59.3% | -38.8% | +4.8% |
| 3Y | +76.5% | +182.1% | -105.6% | +34.4% |
| 5Y | +67.5% | +162.6% | -95.1% | +22.9% |
| All | +67.5% | +161.1% | -93.6% | +22.9% |
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