-31.4%
ALB vs PSLV
+165.1%
-196.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -0.9% |
| 7D | -7.6% | -4.9% | -2.7% | -5.8% |
| 30D | -5.6% | -1.9% | -3.7% | -5.2% |
| 3M | -16.8% | +4.2% | -21.0% | -18.9% |
| 6M | -26.3% | -27.6% | +1.3% | -17.3% |
| YTD | -13.2% | -11.7% | -1.6% | -16.6% |
| 1Y | +68.8% | +49.3% | +19.5% | +22.9% |
| All | -31.4% | +165.1% | -196.5% | -64.5% |
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