-9.1%
ALK vs PSLV
-10.8%
+1.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.5% |
| 3M | -19.0% | -24.7% | +5.8% | -14.7% |
| 6M | -0.2% | -44.6% | +44.4% | +10.3% |
| YTD | -23.5% | -33.3% | +9.8% | -16.8% |
| 1Y | -9.1% | -8.6% | -0.5% | -7.8% |
| All | -9.1% | -10.8% | +1.7% | -7.8% |
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 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