+97.0%
CFG vs PSLV
+161.1%
-64.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -0.6% | +3.3% | -3.9% | -0.8% |
| 30D | -4.5% | +2.1% | -6.7% | -4.7% |
| 3M | +6.3% | +7.1% | -0.8% | +5.7% |
| 6M | +20.6% | -21.6% | +42.2% | +22.1% |
| YTD | +21.2% | -6.7% | +28.0% | +19.0% |
| 1Y | +38.2% | +59.3% | -21.1% | +27.8% |
| 3Y | +185.9% | +182.1% | +3.8% | +147.6% |
| 5Y | +97.0% | +162.6% | -65.6% | +62.8% |
| All | +97.0% | +161.1% | -64.1% | +62.8% |
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