+915.8%
ALM vs PSLV
+148.4%
+767.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -5.3% | -4.3% | -7.1% |
| 7D | -7.1% | -4.9% | -2.2% | -4.8% |
| 30D | +24.7% | -1.9% | +26.6% | +26.3% |
| 3M | +8.3% | +4.2% | +4.1% | +7.1% |
| 6M | -22.2% | -27.6% | +5.4% | -10.7% |
| YTD | +88.1% | -11.7% | +99.8% | +97.2% |
| 1Y | +272.4% | +49.3% | +223.0% | +228.6% |
| 3Y | +2,004.1% | +167.1% | +1,837.0% | +1,497.5% |
| 5Y | +915.8% | +151.7% | +764.1% | +676.4% |
| All | +915.8% | +148.4% | +767.4% | +676.4% |
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