+208.5%
CFG vs PSLV
+142.8%
+65.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +3.2% | -6.3% | +9.5% | +3.8% |
| 30D | +5.1% | -12.7% | +17.8% | +6.4% |
| 3M | -11.2% | -24.7% | +13.5% | -9.1% |
| 6M | +9.6% | -44.6% | +54.2% | +15.2% |
| YTD | +15.0% | -33.3% | +48.2% | +16.2% |
| 1Y | +29.9% | -8.6% | +38.4% | +26.0% |
| 3Y | +192.1% | +108.2% | +83.9% | +152.9% |
| 5Y | +62.3% | +79.1% | -16.8% | +41.3% |
| All | +208.5% | +142.8% | +65.8% | +135.3% |
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