+45.6%
ALLE vs PSLV
+179.9%
-134.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.9% |
| 7D | -2.2% | +3.3% | -5.5% | -2.4% |
| 30D | -8.3% | +2.1% | -10.5% | -8.5% |
| 3M | +16.3% | +7.1% | +9.1% | +15.7% |
| 6M | +1.8% | -21.6% | +23.4% | +2.9% |
| YTD | -3.9% | -6.7% | +2.8% | -5.2% |
| 1Y | -10.0% | +59.3% | -69.3% | -15.1% |
| All | +45.6% | +179.9% | -134.4% | +24.8% |
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