+223.9%
ALB vs PSLV
+115.4%
+108.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -4.4% | +2.7% | -7.1% | -5.1% |
| 30D | -1.2% | +3.5% | -4.6% | -2.2% |
| 3M | -13.3% | +0.3% | -13.6% | -13.7% |
| 6M | -19.8% | -21.0% | +1.3% | -15.6% |
| YTD | -7.9% | -8.9% | +1.0% | -7.9% |
| 1Y | +60.2% | +54.0% | +6.2% | +41.9% |
| 3Y | -26.4% | +175.4% | -201.9% | -42.5% |
| 5Y | -42.5% | +157.7% | -200.2% | -55.1% |
| 10Y | +83.0% | +184.9% | -101.9% | +37.2% |
| All | +223.9% | +115.4% | +108.5% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling