-16.3%
AMAT vs PSLV
-37.6%
+21.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.7% | +8.6% | +10.0% |
| 7D | -1.1% | +6.3% | -7.4% | -3.9% |
| 30D | -26.9% | -13.0% | -13.9% | -21.6% |
| 3M | -31.2% | -16.9% | -14.3% | -24.9% |
| All | -16.3% | -37.6% | +21.3% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling