+8,394.4%
ALM vs PSLV
+151.0%
+8,243.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.6% | +8.7% |
| 7D | +8.4% | +2.7% | +5.8% | +8.8% |
| 30D | +34.8% | +3.5% | +31.4% | +35.4% |
| 3M | +16.2% | +0.3% | +16.0% | +15.3% |
| 6M | +2.1% | -21.0% | +23.1% | -4.7% |
| YTD | +117.0% | -8.9% | +125.9% | +116.2% |
| 1Y | +313.9% | +54.0% | +259.9% | +413.9% |
| 3Y | +2,327.9% | +175.4% | +2,152.5% | +3,924.6% |
| 5Y | +1,040.6% | +157.7% | +883.0% | +1,671.8% |
| 10Y | +3,219.4% | +184.9% | +3,034.5% | +4,301.4% |
| All | +8,394.4% | +151.0% | +8,243.3% | -133.0% |
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 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