+215.5%
AMAT vs PSLV
+177.1%
+38.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -14.8% | +7.3% | -22.1% | -16.6% |
| 3M | -9.3% | -7.4% | -1.8% | -7.8% |
| 6M | +27.4% | -20.3% | +47.7% | +33.4% |
| YTD | +77.6% | -8.2% | +85.8% | +71.5% |
| 1Y | +188.9% | +57.9% | +131.0% | +131.0% |
| All | +215.5% | +177.1% | +38.4% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling