-47.4%
ALK vs PSLV
+142.8%
-190.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | -1.2% | -6.3% | +5.1% | +0.2% |
| 30D | +7.7% | -12.7% | +20.4% | +10.7% |
| 3M | -19.0% | -24.7% | +5.8% | -14.3% |
| 6M | -0.2% | -44.6% | +44.4% | +11.7% |
| YTD | -23.5% | -33.3% | +9.8% | -19.8% |
| 1Y | -9.1% | -8.6% | -0.5% | -11.3% |
| 3Y | +12.0% | +108.2% | -96.2% | -10.8% |
| 5Y | -30.9% | +79.1% | -110.0% | -43.9% |
| All | -47.4% | +142.8% | -190.1% | -64.4% |
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