-19.7%
ALC vs PSLV
+165.9%
-185.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -6.3% | -3.5% | -2.9% | -6.1% |
| 30D | -10.3% | -2.1% | -8.1% | -10.1% |
| 3M | -0.7% | -1.6% | +0.9% | -0.6% |
| 6M | -17.8% | -25.5% | +7.6% | -15.8% |
| YTD | -15.8% | -11.4% | -4.4% | -17.9% |
| 1Y | -16.7% | +48.6% | -65.3% | -26.5% |
| 3Y | -19.7% | +166.9% | -186.6% | -38.8% |
| All | -19.7% | +165.9% | -185.6% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling