+2.8%
ALLY vs PSLV
+49.9%
-47.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.8% | -3.5% | -0.3% | -3.7% |
| 30D | -4.9% | -2.1% | -2.8% | -4.9% |
| 3M | -2.6% | -1.6% | -0.9% | -2.6% |
| 6M | +15.7% | -25.5% | +41.2% | +16.2% |
| YTD | -5.2% | -11.4% | +6.3% | -4.7% |
| 1Y | +2.8% | +48.6% | -45.8% | +10.0% |
| All | +2.8% | +49.9% | -47.0% | +10.0% |
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