+120.4%
AS vs PSLV
+181.5%
-61.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.0% |
| 3M | -14.4% | -7.4% | -7.0% | -13.4% |
| 6M | -20.1% | -20.3% | +0.2% | -17.2% |
| YTD | -20.9% | -8.2% | -12.7% | -24.3% |
| 1Y | -21.9% | +57.9% | -79.8% | -38.2% |
| All | +120.4% | +181.5% | -61.1% | +49.3% |
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