+349.6%
ALLE vs PSLV
+94.6%
+255.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.2% |
| 7D | +1.6% | -4.3% | +5.8% | +1.9% |
| 30D | +24.1% | -16.6% | +40.7% | +25.9% |
| 3M | +14.8% | -24.6% | +39.4% | +17.4% |
| 6M | +45.9% | -42.5% | +88.4% | +52.6% |
| YTD | +20.7% | -31.7% | +52.5% | +22.1% |
| 1Y | +14.2% | -8.7% | +22.8% | +11.8% |
| 3Y | +90.7% | +113.6% | -22.9% | +68.1% |
| 5Y | +50.6% | +83.3% | -32.8% | +33.4% |
| 10Y | +208.9% | +143.2% | +65.7% | +157.6% |
| All | +349.6% | +94.6% | +255.0% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling