+33.9%
ALNY vs PSLV
+154.2%
-120.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -6.5% | -3.5% | -3.1% | -6.2% |
| 30D | +11.0% | -2.1% | +13.2% | +11.2% |
| 3M | -14.1% | -1.6% | -12.4% | -14.0% |
| 6M | -22.4% | -25.5% | +3.1% | -20.2% |
| YTD | -37.5% | -11.4% | -26.0% | -38.2% |
| 1Y | -46.9% | +48.6% | -95.5% | -52.2% |
| 3Y | +22.1% | +166.9% | -144.8% | -4.0% |
| All | +33.9% | +154.2% | -120.4% | +3.4% |
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