+1,707.5%
AMAT vs PSLV
+194.1%
+1,513.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.5% |
| 7D | +6.9% | +3.3% | +3.6% | +5.8% |
| 30D | -10.1% | +2.1% | -12.2% | -10.8% |
| 3M | -6.0% | +7.1% | -13.1% | -8.2% |
| 6M | +38.6% | -21.6% | +60.2% | +46.9% |
| YTD | +83.1% | -6.7% | +89.8% | +78.0% |
| 1Y | +188.3% | +59.3% | +129.1% | +135.2% |
| 3Y | +225.3% | +182.1% | +43.2% | +120.2% |
| 5Y | +262.0% | +162.6% | +99.3% | +144.8% |
| 10Y | +1,707.5% | +203.0% | +1,504.4% | +902.4% |
| All | +1,707.5% | +194.1% | +1,513.3% | +902.4% |
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 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