+15.1%
COMP vs PSLV
+57.7%
-42.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | +0.8% | +3.3% | -2.5% | +0.4% |
| 30D | -13.9% | +2.1% | -16.0% | -14.2% |
| 3M | +30.7% | +7.1% | +23.6% | +29.1% |
| 6M | +18.7% | -21.6% | +40.2% | +19.8% |
| YTD | +1.0% | -6.7% | +7.8% | +8.9% |
| 1Y | +15.1% | +59.3% | -44.2% | +48.6% |
| All | +15.1% | +57.7% | -42.6% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling