+311.3%
ARM vs PSLV
+181.2%
+130.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.5% | +4.0% |
| 7D | +11.4% | +2.7% | +8.7% | +10.5% |
| 30D | -7.4% | +3.5% | -10.9% | -8.5% |
| 3M | -24.5% | +0.3% | -24.8% | -24.7% |
| 6M | +128.7% | -21.0% | +149.7% | +139.7% |
| YTD | +139.3% | -8.9% | +148.2% | +127.5% |
| 1Y | +88.0% | +54.0% | +34.0% | +41.6% |
| All | +311.3% | +181.2% | +130.1% | +134.3% |
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