-25.4%
ALB vs PSLV
-19.6%
-5.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.6% |
| 7D | -8.6% | +3.3% | -11.9% | -9.7% |
| 30D | -4.0% | +2.1% | -6.2% | -5.0% |
| 3M | -17.4% | +7.1% | -24.5% | -19.8% |
| 6M | -25.4% | -21.6% | -3.8% | -18.4% |
| All | -25.4% | -19.6% | -5.8% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling