+398.6%
ACWI vs PSLV
+117.0%
+281.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +0.9% | +7.3% | -6.4% | -0.2% |
| 3M | +2.4% | -7.4% | +9.8% | +3.2% |
| 6M | +12.4% | -20.3% | +32.7% | +15.1% |
| YTD | +15.2% | -8.2% | +23.4% | +13.6% |
| 1Y | +22.7% | +57.9% | -35.2% | +11.3% |
| 3Y | +75.8% | +162.1% | -86.3% | +46.9% |
| 5Y | +67.7% | +151.2% | -83.4% | +39.8% |
| 10Y | +229.0% | +191.7% | +37.3% | +162.1% |
| All | +398.6% | +117.0% | +281.6% | +278.9% |
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 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