+293.4%
ARM vs PSLV
+123.1%
+170.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.5% | +11.9% |
| 7D | +6.0% | -1.5% | +7.5% | +6.7% |
| 30D | -20.3% | -15.2% | -5.1% | -15.6% |
| 3M | -24.4% | -21.4% | -3.0% | -17.8% |
| 6M | -4.4% | -39.9% | +35.6% | +11.1% |
| YTD | +86.0% | -29.3% | +115.3% | +91.9% |
| 1Y | +35.8% | -1.6% | +37.4% | +19.8% |
| All | +293.4% | +123.1% | +170.4% | +114.6% |
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 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