-21.9%
AS vs PSLV
+57.1%
-79.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.8% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | -19.6% | +7.3% | -26.9% | -20.7% |
| 3M | -14.4% | -7.4% | -7.0% | -13.6% |
| 6M | -20.1% | -20.3% | +0.2% | -18.3% |
| YTD | -20.9% | -8.2% | -12.7% | -22.1% |
| 1Y | -21.9% | +57.9% | -79.8% | -24.2% |
| All | -21.9% | +57.1% | -79.0% | -24.2% |
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