+309.1%
C vs PSLV
+57.8%
+251.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +4.2% | -6.3% | +10.5% | +4.9% |
| 30D | +2.0% | -12.7% | +14.7% | +3.5% |
| 3M | -10.1% | -24.7% | +14.6% | -7.5% |
| 6M | +1.0% | -44.6% | +45.6% | +7.1% |
| YTD | +8.5% | -33.3% | +41.7% | +10.6% |
| 1Y | +25.7% | -8.6% | +34.3% | +23.3% |
| 3Y | +216.0% | +108.2% | +107.8% | +179.2% |
| 5Y | +112.3% | +79.1% | +33.2% | +89.1% |
| 10Y | +217.8% | +137.7% | +80.2% | +168.2% |
| All | +309.1% | +57.8% | +251.3% | +232.8% |
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