-97.4%
CAPR vs PSLV
+57.8%
-155.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -6.6% |
| 7D | +5.9% | -6.3% | +12.2% | +7.2% |
| 30D | +44.6% | -12.7% | +57.3% | +47.9% |
| 3M | +126.4% | -24.7% | +151.1% | +136.2% |
| 6M | -68.6% | -44.6% | -24.0% | -65.8% |
| YTD | -67.0% | -33.3% | -33.7% | -65.8% |
| 1Y | +65.2% | -8.6% | +73.7% | +63.0% |
| 3Y | +235.6% | +108.2% | +127.4% | +187.1% |
| 5Y | +175.4% | +79.1% | +96.3% | +139.3% |
| 10Y | -65.0% | +137.7% | -202.6% | -71.4% |
| All | -97.4% | +57.8% | -155.2% | -98.4% |
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