+167.2%
ALLY vs PSLV
+142.8%
+24.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | +0.4% | -6.3% | +6.7% | +1.3% |
| 30D | +5.2% | -12.7% | +17.9% | +7.3% |
| 3M | -13.3% | -24.7% | +11.4% | -9.9% |
| 6M | -6.7% | -44.6% | +37.9% | +1.1% |
| YTD | -12.8% | -33.3% | +20.4% | -11.5% |
| 1Y | +0.7% | -8.6% | +9.3% | -4.3% |
| 3Y | +65.2% | +108.2% | -43.0% | +28.8% |
| 5Y | -10.1% | +79.1% | -89.3% | -28.9% |
| All | +167.2% | +142.8% | +24.4% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling