-19.2%
ALC vs PSLV
+148.4%
-167.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -2.1% |
| 7D | -7.7% | -4.9% | -2.8% | -7.1% |
| 30D | -11.7% | -1.9% | -9.8% | -11.6% |
| 3M | +0.7% | +4.2% | -3.5% | -0.1% |
| 6M | -17.1% | -27.6% | +10.5% | -14.0% |
| YTD | -15.1% | -11.7% | -3.5% | -17.6% |
| 1Y | -14.1% | +49.3% | -63.4% | -26.4% |
| 3Y | -18.2% | +167.1% | -185.3% | -40.6% |
| 5Y | -19.2% | +151.7% | -170.9% | -44.0% |
| All | -19.2% | +148.4% | -167.6% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling