-38.9%
CLX vs PSLV
+154.2%
-193.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -5.7% | -3.5% | -2.2% | -5.7% |
| 30D | -17.0% | -2.1% | -14.9% | -17.0% |
| 3M | -9.7% | -1.6% | -8.0% | -9.6% |
| 6M | -19.8% | -25.5% | +5.7% | -19.8% |
| YTD | -9.8% | -11.4% | +1.6% | -9.4% |
| 1Y | -26.2% | +48.6% | -74.8% | -24.1% |
| 3Y | -36.2% | +166.9% | -203.1% | -33.5% |
| All | -38.9% | +154.2% | -193.1% | -38.7% |
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