+37.9%
AGG vs PSLV
+109.5%
-71.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.1% | -3.5% | +2.4% | -1.0% |
| 30D | -1.1% | -2.1% | +1.0% | -1.1% |
| 3M | -1.9% | -1.6% | -0.3% | -1.9% |
| 6M | -1.7% | -25.5% | +23.8% | -1.1% |
| YTD | -1.3% | -11.4% | +10.1% | -1.5% |
| 1Y | -0.7% | +48.6% | -49.3% | -2.6% |
| 3Y | +12.5% | +166.9% | -154.4% | +8.2% |
| 5Y | -2.5% | +152.4% | -154.9% | -6.3% |
| 10Y | +14.2% | +187.8% | -173.5% | +8.9% |
| All | +37.9% | +109.5% | -71.6% | +28.6% |
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