-97.4%
CAPR vs PSLV
+117.0%
-214.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -2.0% | -0.6% | -1.3% | -1.9% |
| 30D | +139.2% | +7.3% | +131.9% | +136.4% |
| 3M | -66.4% | -7.4% | -58.9% | -66.2% |
| 6M | -63.1% | -20.3% | -42.9% | -62.2% |
| YTD | -67.4% | -8.2% | -59.2% | -67.8% |
| 1Y | +58.2% | +57.9% | +0.3% | +43.2% |
| 3Y | +42.2% | +162.1% | -119.9% | +17.6% |
| 5Y | +87.3% | +151.2% | -63.9% | +54.4% |
| 10Y | -75.3% | +191.7% | -266.9% | -80.5% |
| All | -97.4% | +117.0% | -214.4% | -98.5% |
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