+66.7%
AU vs PSLV
+49.9%
+16.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.3% | -3.5% | -0.8% | -1.8% |
| 30D | +7.3% | -2.1% | +9.5% | +9.4% |
| 3M | +26.3% | -1.6% | +28.0% | +28.5% |
| 6M | +1.8% | -25.5% | +27.3% | +23.8% |
| YTD | +26.8% | -11.4% | +38.2% | +23.9% |
| 1Y | +66.7% | +48.6% | +18.1% | -5.9% |
| All | +66.7% | +49.9% | +16.8% | -5.9% |
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