+51.2%
CI vs PSLV
+79.9%
-28.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | +1.2% | -6.3% | +7.5% | +1.1% |
| 30D | +2.6% | -12.7% | +15.2% | +2.4% |
| 3M | +7.4% | -24.7% | +32.2% | +7.1% |
| 6M | -0.1% | -44.6% | +44.5% | -0.5% |
| YTD | +9.7% | -33.3% | +43.0% | +9.5% |
| 1Y | +12.1% | -8.6% | +20.7% | +12.3% |
| 3Y | +7.0% | +108.2% | -101.2% | +1.4% |
| All | +51.2% | +79.9% | -28.7% | +42.3% |
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