+911.4%
CAH vs PSLV
+108.9%
+802.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.4% |
| 7D | -5.1% | -4.9% | -0.2% | -4.9% |
| 30D | -1.8% | -1.9% | +0.1% | -1.7% |
| 3M | +9.4% | +4.2% | +5.2% | +9.0% |
| 6M | +9.2% | -27.6% | +36.8% | +10.5% |
| YTD | +15.7% | -11.7% | +27.3% | +14.7% |
| 1Y | +59.7% | +49.3% | +10.4% | +52.9% |
| 3Y | +178.5% | +167.1% | +11.3% | +155.1% |
| 5Y | +398.3% | +151.7% | +246.6% | +355.9% |
| 10Y | +295.7% | +187.0% | +108.7% | +251.5% |
| All | +911.4% | +108.9% | +802.5% | +711.3% |
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