+30.0%
CAPR vs PSLV
+49.9%
-19.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -11.0% | -3.5% | -7.5% | -10.6% |
| 30D | +99.8% | -2.1% | +101.9% | +100.1% |
| 3M | -66.6% | -1.6% | -64.9% | -66.6% |
| 6M | -75.1% | -25.5% | -49.6% | -74.2% |
| YTD | -71.0% | -11.4% | -59.6% | -65.7% |
| 1Y | +30.0% | +48.6% | -18.6% | +53.8% |
| All | +30.0% | +49.9% | -19.9% | +53.8% |
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