+270.3%
ALLE vs PSLV
+161.4%
+108.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | -6.8% | +7.3% | -14.1% | -7.4% |
| 3M | +21.0% | -7.4% | +28.5% | +21.7% |
| 6M | +1.1% | -20.3% | +21.4% | +2.7% |
| YTD | -0.5% | -8.2% | +7.7% | -1.8% |
| 1Y | -7.3% | +57.9% | -65.2% | -13.8% |
| 3Y | +42.3% | +162.1% | -119.8% | +23.7% |
| 5Y | +13.5% | +151.2% | -137.7% | -2.0% |
| 10Y | +144.0% | +191.7% | -47.6% | +98.8% |
| All | +270.3% | +161.4% | +108.9% | +205.5% |
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