+358.7%
ALAB vs PSLV
+153.2%
+205.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.3% | 0.0% | -3.6% |
| 7D | +0.6% | -4.9% | +5.5% | +2.3% |
| 30D | -8.8% | -1.9% | -6.9% | -8.2% |
| 3M | -14.0% | +4.2% | -18.2% | -15.2% |
| 6M | +144.3% | -27.6% | +171.9% | +164.1% |
| YTD | +71.0% | -11.7% | +82.7% | +65.2% |
| 1Y | +23.5% | +49.3% | -25.8% | -6.6% |
| All | +358.7% | +153.2% | +205.5% | +224.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling