-28.1%
COMP vs PSLV
+153.7%
-181.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +4.1% | +2.7% | +1.4% | +3.2% |
| 30D | -14.5% | +3.5% | -18.0% | -15.7% |
| 3M | +41.8% | +0.3% | +41.5% | +40.7% |
| 6M | +23.6% | -21.0% | +44.6% | +31.5% |
| YTD | +1.7% | -8.9% | +10.6% | -4.0% |
| 1Y | +12.6% | +54.0% | -41.4% | -20.2% |
| 3Y | +221.9% | +175.4% | +46.4% | +52.3% |
| 5Y | -28.1% | +157.7% | -185.8% | -69.3% |
| All | -28.1% | +153.7% | -181.9% | -69.3% |
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 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