-78.9%
CAPR vs PSLV
+189.7%
-268.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.4% | -3.0% |
| 7D | -10.6% | -4.9% | -5.7% | -9.8% |
| 30D | +111.2% | -1.9% | +113.1% | +111.7% |
| 3M | -67.2% | +4.2% | -71.4% | -67.8% |
| 6M | -75.1% | -27.6% | -47.6% | -73.9% |
| YTD | -71.2% | -11.7% | -59.6% | -71.6% |
| 1Y | +31.1% | +49.3% | -18.2% | +15.7% |
| 3Y | +31.3% | +167.1% | -135.8% | +0.3% |
| 5Y | +69.4% | +151.7% | -82.3% | +29.4% |
| All | -78.9% | +189.7% | -268.6% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling