+309.0%
CFG vs PSLV
+190.6%
+118.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.4% | -3.5% | +3.0% | -0.1% |
| 30D | -4.6% | -2.1% | -2.5% | -4.5% |
| 3M | +6.7% | -1.6% | +8.3% | +6.6% |
| 6M | +22.1% | -25.5% | +47.6% | +24.7% |
| YTD | +23.2% | -11.4% | +34.6% | +21.5% |
| 1Y | +40.3% | +48.6% | -8.3% | +29.5% |
| 3Y | +187.9% | +166.9% | +21.0% | +145.5% |
| 5Y | +102.0% | +152.4% | -50.4% | +71.1% |
| All | +309.0% | +190.6% | +118.5% | +206.9% |
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 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