-35.7%
AUR vs PSLV
+109.7%
-145.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +1.4% | -3.5% | +4.9% | +2.9% |
| 30D | -6.4% | -2.1% | -4.3% | -5.6% |
| 3M | +7.7% | -1.6% | +9.3% | +8.1% |
| 6M | +44.5% | -25.5% | +70.0% | +61.2% |
| YTD | +67.4% | -11.4% | +78.9% | +65.2% |
| 1Y | +15.4% | +48.6% | -33.1% | -12.6% |
| 3Y | +94.8% | +166.9% | -72.0% | +13.5% |
| 5Y | -35.1% | +152.4% | -187.5% | -65.1% |
| All | -35.7% | +109.7% | -145.4% | -65.7% |
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