+167.3%
AG vs PSLV
+108.9%
+58.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | +2.0% |
| 7D | -5.8% | -4.9% | -0.9% | +0.4% |
| 30D | +6.4% | -1.9% | +8.2% | +9.1% |
| 3M | +28.4% | +4.2% | +24.2% | +22.2% |
| 6M | -24.5% | -27.6% | +3.1% | +15.4% |
| YTD | +21.2% | -11.7% | +32.9% | +23.7% |
| 1Y | +114.1% | +49.3% | +64.8% | +3.9% |
| 3Y | +268.0% | +167.1% | +100.9% | -16.1% |
| 5Y | +67.3% | +151.7% | -84.4% | -55.9% |
| 10Y | +66.1% | +187.0% | -120.8% | -56.3% |
| All | +167.3% | +108.9% | +58.4% | -30.8% |
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 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