+47.3%
CAG vs PSLV
+109.5%
-62.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -5.7% | -3.5% | -2.2% | -5.6% |
| 30D | -2.4% | -2.1% | -0.3% | -2.4% |
| 3M | +9.8% | -1.6% | +11.4% | +9.8% |
| 6M | -10.8% | -25.5% | +14.7% | -10.4% |
| YTD | -10.8% | -11.4% | +0.6% | -11.0% |
| 1Y | -19.0% | +48.6% | -67.5% | -20.0% |
| 3Y | -39.7% | +166.9% | -206.6% | -41.6% |
| 5Y | -43.0% | +152.4% | -195.4% | -44.9% |
| 10Y | -36.0% | +187.8% | -223.8% | -38.5% |
| All | +47.3% | +109.5% | -62.2% | +36.4% |
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