-17.9%
COMP vs PSLV
+97.9%
-115.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | +13.4% | +5.1% | +8.3% | +11.7% |
| 30D | +11.1% | -13.3% | +24.4% | +16.1% |
| 3M | -18.8% | -16.5% | -2.3% | -14.5% |
| 6M | +10.5% | -32.8% | +43.3% | +23.9% |
| YTD | -3.4% | -28.8% | +25.4% | -1.7% |
| 1Y | +19.7% | +5.8% | +13.8% | -0.4% |
| 3Y | +381.6% | +114.8% | +266.8% | +144.4% |
| All | -17.9% | +97.9% | -115.7% | -61.1% |
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