+120.3%
CLF vs PSLV
+189.7%
-69.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.2% | +0.2% |
| 7D | -3.7% | -4.9% | +1.2% | -1.6% |
| 30D | -4.7% | -1.9% | -2.8% | -4.3% |
| 3M | -4.7% | +4.2% | -8.9% | -6.9% |
| 6M | +24.0% | -27.6% | +51.6% | +40.8% |
| YTD | -10.9% | -11.7% | +0.8% | -14.6% |
| 1Y | +4.0% | +49.3% | -45.3% | -24.6% |
| 3Y | -16.9% | +167.1% | -184.1% | -55.8% |
| 5Y | -49.3% | +151.7% | -201.0% | -72.8% |
| All | +120.3% | +189.7% | -69.4% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling