+177.7%
AU vs PSLV
+109.5%
+68.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.3% | -3.5% | -0.8% | -1.4% |
| 30D | +7.3% | -2.1% | +9.5% | +9.7% |
| 3M | +26.3% | -1.6% | +28.0% | +28.9% |
| 6M | +1.8% | -25.5% | +27.3% | +31.1% |
| YTD | +26.8% | -11.4% | +38.2% | +29.3% |
| 1Y | +66.7% | +48.6% | +18.1% | +6.5% |
| 3Y | +579.1% | +166.9% | +412.2% | +161.6% |
| 5Y | +689.3% | +152.4% | +536.9% | +225.7% |
| 10Y | +686.6% | +187.8% | +498.8% | +192.1% |
| All | +177.7% | +109.5% | +68.2% | +9.0% |
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