+16.0%
ALC vs PSLV
+276.1%
-260.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -6.3% | -3.5% | -2.9% | -5.9% |
| 30D | -10.3% | -2.1% | -8.1% | -10.1% |
| 3M | -0.7% | -1.6% | +0.9% | -0.8% |
| 6M | -17.8% | -25.5% | +7.6% | -14.9% |
| YTD | -15.8% | -11.4% | -4.4% | -17.8% |
| 1Y | -16.7% | +48.6% | -65.3% | -27.6% |
| 3Y | -19.7% | +166.9% | -186.6% | -39.6% |
| 5Y | -19.8% | +152.4% | -172.2% | -39.9% |
| All | +16.0% | +276.1% | -260.2% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling