-48.2%
CLF vs PSLV
+161.1%
-209.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.6% |
| 7D | -2.7% | +3.3% | -6.0% | -4.0% |
| 30D | -3.2% | +2.1% | -5.3% | -4.3% |
| 3M | -5.0% | +7.1% | -12.1% | -8.1% |
| 6M | +26.6% | -21.6% | +48.2% | +38.1% |
| YTD | -9.0% | -6.7% | -2.2% | -16.0% |
| 1Y | +11.8% | +59.3% | -47.4% | -23.6% |
| 3Y | -15.1% | +182.1% | -197.2% | -57.2% |
| 5Y | -48.2% | +162.6% | -210.8% | -74.2% |
| All | -48.2% | +161.1% | -209.3% | -74.2% |
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