-44.8%
COMP vs PSLV
+145.5%
-190.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -13.3% | +7.3% | -20.6% | -15.5% |
| 3M | +41.1% | -7.4% | +48.5% | +43.5% |
| 6M | +17.2% | -20.3% | +37.5% | +24.0% |
| YTD | +5.2% | -8.2% | +13.4% | -0.5% |
| 1Y | +18.9% | +57.9% | -39.0% | -14.7% |
| 3Y | +215.9% | +162.1% | +53.8% | +63.5% |
| 5Y | -31.2% | +151.2% | -182.3% | -68.2% |
| All | -44.8% | +145.5% | -190.3% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling