-49.7%
COMP vs PSLV
+136.3%
-186.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.3% | +0.2% | -3.5% |
| 7D | -8.4% | -4.9% | -3.5% | -7.0% |
| 30D | -20.2% | -1.9% | -18.3% | -19.9% |
| 3M | +28.1% | +4.2% | +23.9% | +25.7% |
| 6M | +14.9% | -27.6% | +42.4% | +25.1% |
| YTD | -4.2% | -11.7% | +7.5% | -8.2% |
| 1Y | +10.2% | +49.3% | -39.1% | -19.3% |
| 3Y | +203.3% | +167.1% | +36.2% | +53.7% |
| 5Y | -29.2% | +151.7% | -180.9% | -66.8% |
| All | -49.7% | +136.3% | -186.0% | -78.3% |
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 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