-46.5%
COMP vs PSLV
+95.7%
-142.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | +4.8% |
| 7D | +14.5% | +6.3% | +8.2% | +12.4% |
| 30D | +14.9% | -13.0% | +27.9% | +19.9% |
| 3M | -14.2% | -16.9% | +2.7% | -9.6% |
| 6M | +23.7% | -34.0% | +57.7% | +39.3% |
| YTD | +2.1% | -26.8% | +28.9% | +3.4% |
| 1Y | +26.2% | +7.7% | +18.5% | +6.3% |
| 3Y | +470.9% | +125.3% | +345.6% | +202.6% |
| 5Y | -14.0% | +103.8% | -117.8% | -57.0% |
| All | -46.5% | +95.7% | -142.2% | -75.5% |
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