+818.0%
CME vs PSLV
+115.4%
+702.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.9% | +2.7% | -5.5% | -3.0% |
| 30D | +5.5% | +3.5% | +2.1% | +5.3% |
| 3M | +11.0% | +0.3% | +10.7% | +10.8% |
| 6M | -9.7% | -21.0% | +11.3% | -8.8% |
| YTD | +4.9% | -8.9% | +13.8% | +4.1% |
| 1Y | +10.1% | +54.0% | -43.9% | +5.3% |
| 3Y | +53.5% | +175.4% | -121.9% | +39.9% |
| 5Y | +77.2% | +157.7% | -80.5% | +61.4% |
| 10Y | +282.1% | +184.9% | +97.2% | +237.0% |
| All | +818.0% | +115.4% | +702.6% | +668.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling