+9.6%
CFG vs PSLV
-44.1%
+53.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +3.2% | -6.3% | +9.5% | +3.7% |
| 30D | +5.1% | -12.7% | +17.8% | +5.9% |
| 3M | -11.2% | -24.7% | +13.5% | -10.0% |
| 6M | +9.6% | -44.6% | +54.2% | +16.9% |
| All | +9.6% | -44.1% | +53.7% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling