+792.4%
CI vs PSLV
+117.0%
+675.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +1.3% | -0.6% | +1.9% | +1.3% |
| 30D | +4.4% | +7.3% | -2.8% | +4.1% |
| 3M | +0.7% | -7.4% | +8.1% | +0.8% |
| 6M | +0.3% | -20.3% | +20.6% | +1.0% |
| YTD | +3.8% | -8.2% | +12.1% | +3.2% |
| 1Y | -5.5% | +57.9% | -63.4% | -8.8% |
| 3Y | +8.1% | +162.1% | -154.0% | +0.3% |
| 5Y | +42.8% | +151.2% | -108.4% | +32.2% |
| 10Y | +143.9% | +191.7% | -47.8% | +118.5% |
| All | +792.4% | +117.0% | +675.4% | +643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling