+8.2%
ALLY vs PSLV
+57.1%
-48.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +3.7% | -0.6% | +4.3% | +3.7% |
| 30D | -2.3% | +7.3% | -9.5% | -2.5% |
| 3M | +3.8% | -7.4% | +11.3% | +4.0% |
| 6M | +9.7% | -20.3% | +30.0% | +10.0% |
| YTD | -1.4% | -8.2% | +6.8% | -1.0% |
| 1Y | +8.2% | +57.9% | -49.7% | +17.9% |
| All | +8.2% | +57.1% | -48.9% | +17.9% |
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