+76.3%
CAPR vs PSLV
+162.3%
-86.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -5.0% |
| 7D | -12.6% | +3.3% | -16.0% | -13.1% |
| 30D | +124.4% | +2.1% | +122.3% | +123.4% |
| 3M | -66.8% | +7.1% | -73.9% | -67.4% |
| 6M | -71.8% | -21.6% | -50.2% | -70.8% |
| YTD | -70.1% | -6.7% | -63.3% | -70.4% |
| 1Y | +33.3% | +59.3% | -25.9% | +19.4% |
| 3Y | +36.7% | +182.1% | -145.4% | +7.2% |
| All | +76.3% | +162.3% | -86.0% | +37.9% |
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