+74.0%
ALB vs PSLV
+190.6%
-116.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -6.6% | -3.5% | -3.2% | -5.5% |
| 30D | -8.1% | -2.1% | -6.0% | -7.7% |
| 3M | -25.7% | -1.6% | -24.0% | -25.7% |
| 6M | -29.5% | -25.5% | -4.0% | -23.1% |
| YTD | -16.2% | -11.4% | -4.8% | -16.4% |
| 1Y | +59.2% | +48.6% | +10.7% | +33.2% |
| 3Y | -33.7% | +166.9% | -200.6% | -54.0% |
| 5Y | -48.1% | +152.4% | -200.5% | -64.2% |
| All | +74.0% | +190.6% | -116.5% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling