+2,589.2%
ALM vs PSLV
+190.6%
+2,398.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.6% |
| 7D | -11.8% | -3.5% | -8.4% | -10.7% |
| 30D | +7.8% | -2.1% | +9.9% | +9.0% |
| 3M | -9.3% | -1.6% | -7.6% | -8.3% |
| 6M | -30.5% | -25.5% | -5.0% | -23.0% |
| YTD | +75.8% | -11.4% | +87.2% | +83.9% |
| 1Y | +241.2% | +48.6% | +192.6% | +216.0% |
| 3Y | +1,872.6% | +166.9% | +1,705.7% | +1,532.1% |
| 5Y | +849.6% | +152.4% | +697.2% | +685.8% |
| All | +2,589.2% | +190.6% | +2,398.7% | +2,216.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling