-2.6%
ALLY vs PSLV
+161.1%
-163.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -1.9% | +3.3% | -5.3% | -2.3% |
| 30D | -4.5% | +2.1% | -6.6% | -4.7% |
| 3M | -2.8% | +7.1% | -10.0% | -3.7% |
| 6M | +10.3% | -21.6% | +31.9% | +12.5% |
| YTD | -5.7% | -6.7% | +1.0% | -8.4% |
| 1Y | +3.9% | +59.3% | -55.3% | -9.0% |
| 3Y | +64.7% | +182.1% | -117.4% | +26.1% |
| 5Y | -2.6% | +162.6% | -165.2% | -28.2% |
| All | -2.6% | +161.1% | -163.7% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling