+15.2%
ALLE vs PSLV
+153.7%
-138.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | +2.8% | +2.7% | +0.1% | +2.6% |
| 30D | -7.6% | +3.5% | -11.1% | -7.9% |
| 3M | +22.8% | +0.3% | +22.5% | +22.6% |
| 6M | +4.6% | -21.0% | +25.6% | +6.2% |
| YTD | -1.2% | -8.9% | +7.7% | -2.8% |
| 1Y | -9.1% | +54.0% | -63.1% | -16.2% |
| 3Y | +50.0% | +175.4% | -125.5% | +25.4% |
| 5Y | +15.2% | +157.7% | -142.4% | -9.8% |
| All | +15.2% | +153.7% | -138.5% | -9.8% |
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 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