+380.8%
ACWI vs PSLV
+57.8%
+323.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +2.4% | -6.3% | +8.7% | +3.4% |
| 30D | -1.7% | -12.7% | +11.0% | +0.1% |
| 3M | -3.9% | -24.7% | +20.8% | -0.3% |
| 6M | +0.8% | -44.6% | +45.4% | +8.6% |
| YTD | +11.0% | -33.3% | +44.3% | +14.3% |
| 1Y | +13.1% | -8.6% | +21.7% | +10.9% |
| 3Y | +73.9% | +108.2% | -34.3% | +49.8% |
| 5Y | +59.0% | +79.1% | -20.1% | +38.7% |
| 10Y | +224.4% | +137.7% | +86.7% | +166.7% |
| All | +380.8% | +57.8% | +323.0% | +281.1% |
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