+3.5%
CI vs PSLV
+179.9%
-176.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.9% |
| 7D | -1.1% | +3.3% | -4.4% | -1.0% |
| 30D | +0.5% | +2.1% | -1.7% | +0.6% |
| 3M | -5.2% | +7.1% | -12.3% | -4.9% |
| 6M | +4.3% | -21.6% | +25.9% | +3.6% |
| YTD | +2.8% | -6.7% | +9.5% | +4.3% |
| 1Y | -5.8% | +59.3% | -65.1% | +0.1% |
| All | +3.5% | +179.9% | -176.4% | +10.1% |
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