+41.5%
CGNX vs PSLV
+57.1%
-15.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | +3.0% | -0.6% | +3.6% | +3.0% |
| 30D | -11.8% | +7.3% | -19.1% | -12.1% |
| 3M | -3.6% | -7.4% | +3.8% | -4.0% |
| 6M | +17.4% | -20.3% | +37.7% | +15.3% |
| YTD | +73.7% | -8.2% | +82.0% | +69.6% |
| 1Y | +41.5% | +57.9% | -16.4% | +30.2% |
| All | +41.5% | +57.1% | -15.6% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling