+184.8%
COP vs PSLV
+154.2%
+30.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +2.3% | -3.5% | +5.8% | +2.6% |
| 30D | +8.6% | -2.1% | +10.8% | +8.8% |
| 3M | +19.9% | -1.6% | +21.5% | +19.8% |
| 6M | +19.0% | -25.5% | +44.5% | +22.6% |
| YTD | +50.0% | -11.4% | +61.4% | +43.0% |
| 1Y | +50.5% | +48.6% | +1.9% | +24.0% |
| 3Y | +25.2% | +166.9% | -141.7% | -15.5% |
| All | +184.8% | +154.2% | +30.5% | +96.1% |
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