-50.4%
COMP vs PSLV
+88.2%
-138.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.8% | -3.6% | -6.2% |
| 7D | +7.2% | +3.9% | +3.3% | +6.1% |
| 30D | +6.4% | -16.3% | +22.7% | +12.5% |
| 3M | -19.4% | -23.0% | +3.5% | -12.9% |
| 6M | +14.6% | -36.5% | +51.1% | +30.6% |
| YTD | -5.5% | -29.6% | +24.2% | -3.0% |
| 1Y | +13.7% | -0.5% | +14.2% | -1.3% |
| 3Y | +409.7% | +120.1% | +289.6% | +171.3% |
| 5Y | -17.0% | +93.3% | -110.3% | -57.9% |
| All | -50.4% | +88.2% | -138.7% | -77.0% |
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