+296.4%
ARM vs PSLV
+183.3%
+113.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.3% |
| 7D | +5.5% | -0.6% | +6.1% | +5.6% |
| 30D | -8.2% | +7.3% | -15.5% | -10.2% |
| 3M | -35.9% | -7.4% | -28.5% | -34.7% |
| 6M | +103.1% | -20.3% | +123.4% | +112.4% |
| YTD | +130.6% | -8.2% | +138.9% | +118.8% |
| 1Y | +86.1% | +57.9% | +28.1% | +38.8% |
| All | +296.4% | +183.3% | +113.1% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling