+41.8%
ALM vs PSLV
+7.9%
+33.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.0% | -4.8% | -2.5% |
| 7D | -6.4% | -2.6% | -3.8% | -4.9% |
| 30D | -35.0% | -14.2% | -20.8% | -28.5% |
| 3M | -33.8% | -12.2% | -21.6% | -27.7% |
| 6M | -55.0% | -28.1% | -26.9% | -44.8% |
| YTD | -0.2% | -28.2% | +28.0% | +25.9% |
| 1Y | +41.8% | +9.1% | +32.6% | +56.6% |
| All | +41.8% | +7.9% | +33.9% | +56.6% |
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 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