+28.3%
CL vs PSLV
+161.1%
-132.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -2.3% | +3.3% | -5.6% | -2.3% |
| 30D | -5.5% | +2.1% | -7.6% | -5.5% |
| 3M | +0.8% | +7.1% | -6.3% | +0.9% |
| 6M | -4.2% | -21.6% | +17.4% | -4.1% |
| YTD | +13.4% | -6.7% | +20.2% | +12.1% |
| 1Y | +7.1% | +59.3% | -52.2% | +4.3% |
| 3Y | +29.0% | +182.1% | -153.1% | +20.9% |
| 5Y | +28.3% | +162.6% | -134.3% | +16.8% |
| All | +28.3% | +161.1% | -132.8% | +16.8% |
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