+27.7%
CL vs PSLV
+179.9%
-152.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -2.3% | +3.3% | -5.6% | -2.2% |
| 30D | -5.5% | +2.1% | -7.6% | -5.4% |
| 3M | +0.8% | +7.1% | -6.3% | +1.1% |
| 6M | -4.2% | -21.6% | +17.4% | -4.6% |
| YTD | +13.4% | -6.7% | +20.2% | +12.7% |
| 1Y | +7.1% | +59.3% | -52.2% | +8.1% |
| All | +27.7% | +179.9% | -152.2% | +27.6% |
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 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