-24.5%
CGNX vs PSLV
+154.2%
-178.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.1% |
| 7D | +3.2% | -3.5% | +6.6% | +3.7% |
| 30D | +6.0% | -2.1% | +8.1% | +6.3% |
| 3M | +3.5% | -1.6% | +5.2% | +3.5% |
| 6M | +26.3% | -25.5% | +51.8% | +30.2% |
| YTD | +79.2% | -11.4% | +90.7% | +71.2% |
| 1Y | +43.8% | +48.6% | -4.8% | +17.6% |
| 3Y | +52.0% | +166.9% | -114.9% | +2.1% |
| All | -24.5% | +154.2% | -178.7% | -52.4% |
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