-9.6%
AUR vs PSLV
+6.6%
-16.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -8.5% | -0.1% | -8.5% | -8.7% |
| 30D | -29.9% | -15.6% | -14.3% | -25.2% |
| 3M | -39.8% | -16.6% | -23.2% | -35.3% |
| 6M | -38.3% | -28.5% | -9.8% | -30.1% |
| YTD | +4.9% | -28.7% | +33.6% | +20.4% |
| 1Y | -9.6% | +5.8% | -15.4% | -4.3% |
| All | -9.6% | +6.6% | -16.3% | -4.3% |
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 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