+67.2%
CAH vs PSLV
+57.1%
+10.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +5.4% | -0.6% | +6.0% | +5.4% |
| 30D | +3.3% | +7.3% | -3.9% | +3.6% |
| 3M | +22.8% | -7.4% | +30.2% | +22.7% |
| 6M | +11.3% | -20.3% | +31.5% | +10.6% |
| YTD | +21.1% | -8.2% | +29.4% | +19.4% |
| 1Y | +67.2% | +57.9% | +9.3% | +79.7% |
| All | +67.2% | +57.1% | +10.1% | +79.7% |
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 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