+123.4%
ALLY vs PSLV
+177.1%
-53.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.7% | -0.6% | +4.3% | +3.8% |
| 30D | -2.3% | +7.3% | -9.5% | -3.2% |
| 3M | +3.8% | -7.4% | +11.3% | +4.5% |
| 6M | +9.7% | -20.3% | +30.0% | +12.1% |
| YTD | -1.4% | -8.2% | +6.8% | -3.5% |
| 1Y | +8.2% | +57.9% | -49.7% | -3.8% |
| 3Y | +66.5% | +162.1% | -95.6% | +34.1% |
| 5Y | +1.2% | +151.2% | -150.0% | -19.1% |
| 10Y | +191.4% | +191.7% | -0.2% | +111.7% |
| All | +123.4% | +177.1% | -53.7% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling