+394.0%
CAH vs PSLV
+154.2%
+239.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -5.1% | -3.5% | -1.6% | -5.1% |
| 30D | +0.2% | -2.1% | +2.3% | +0.2% |
| 3M | +6.3% | -1.6% | +7.9% | +6.3% |
| 6M | +9.4% | -25.5% | +34.9% | +9.7% |
| YTD | +15.0% | -11.4% | +26.4% | +13.4% |
| 1Y | +55.4% | +48.6% | +6.9% | +49.0% |
| 3Y | +173.8% | +166.9% | +6.9% | +151.8% |
| All | +394.0% | +154.2% | +239.7% | +347.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling