+43.0%
CG vs PSLV
+165.9%
-122.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -9.9% | -3.5% | -6.4% | -9.4% |
| 30D | -11.7% | -2.1% | -9.5% | -11.4% |
| 3M | -4.3% | -1.6% | -2.6% | -4.3% |
| 6M | -8.8% | -25.5% | +16.7% | -5.4% |
| YTD | -26.9% | -11.4% | -15.4% | -30.4% |
| 1Y | -35.4% | +48.6% | -84.0% | -47.5% |
| 3Y | +43.0% | +166.9% | -123.8% | -3.5% |
| All | +43.0% | +165.9% | -122.8% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling