-10.2%
ALC vs PSLV
+57.1%
-67.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -0.1% | +7.3% | -7.4% | -0.4% |
| 3M | +5.9% | -7.4% | +13.3% | +6.4% |
| 6M | -15.9% | -20.3% | +4.3% | -15.0% |
| YTD | -10.1% | -8.2% | -1.9% | -11.8% |
| 1Y | -10.2% | +57.9% | -68.2% | -18.1% |
| All | -10.2% | +57.1% | -67.4% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling