-46.3%
ALB vs PSLV
+148.4%
-194.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.8% |
| 6M | -26.3% | -27.6% | +1.3% | -17.7% |
| YTD | -13.2% | -11.7% | -1.6% | -15.0% |
| 1Y | +68.8% | +49.3% | +19.5% | +30.9% |
| 3Y | -30.7% | +167.1% | -197.8% | -58.1% |
| 5Y | -46.3% | +151.7% | -198.0% | -69.4% |
| All | -46.3% | +148.4% | -194.7% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling