+62.5%
ALLY vs PSLV
+179.9%
-117.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -1.9% | +3.3% | -5.3% | -2.2% |
| 30D | -4.5% | +2.1% | -6.6% | -4.7% |
| 3M | -2.8% | +7.1% | -10.0% | -3.5% |
| 6M | +10.3% | -21.6% | +31.9% | +12.0% |
| YTD | -5.7% | -6.7% | +1.0% | -8.3% |
| 1Y | +3.9% | +59.3% | -55.3% | -8.3% |
| All | +62.5% | +179.9% | -117.4% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling