+18.0%
ALLE vs PSLV
-10.8%
+28.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | +3.6% | -6.3% | +9.8% | +3.8% |
| 30D | +25.9% | -12.7% | +38.6% | +26.4% |
| 3M | +15.8% | -24.7% | +40.5% | +17.1% |
| 6M | +48.1% | -44.6% | +92.7% | +52.5% |
| YTD | +22.0% | -33.3% | +55.2% | +20.8% |
| 1Y | +18.0% | -8.6% | +26.6% | +8.3% |
| All | +18.0% | -10.8% | +28.9% | +8.3% |
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