+672.3%
AU vs PSLV
+190.6%
+481.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.3% | -3.5% | -0.8% | -1.2% |
| 30D | +7.3% | -2.1% | +9.5% | +9.8% |
| 3M | +26.3% | -1.6% | +28.0% | +28.9% |
| 6M | +1.8% | -25.5% | +27.3% | +33.1% |
| YTD | +26.8% | -11.4% | +38.2% | +25.6% |
| 1Y | +66.7% | +48.6% | +18.1% | -4.7% |
| 3Y | +579.1% | +166.9% | +412.2% | +111.2% |
| 5Y | +689.3% | +152.4% | +536.9% | +163.3% |
| All | +672.3% | +190.6% | +481.7% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling