+64.9%
ARM vs PSLV
+50.0%
+14.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -2.5% |
| 7D | +4.8% | -4.9% | +9.7% | +6.0% |
| 30D | -5.5% | -1.9% | -3.6% | -5.0% |
| 3M | -17.3% | +4.2% | -21.5% | -18.1% |
| 6M | +110.9% | -27.6% | +138.4% | +116.2% |
| YTD | +132.5% | -11.7% | +144.2% | +130.9% |
| 1Y | +64.9% | +49.3% | +15.6% | +52.5% |
| All | +64.9% | +50.0% | +14.9% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling