+417.0%
COP vs PSLV
+120.6%
+296.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | -0.5% | +3.3% | -3.8% | -1.0% |
| 30D | +11.7% | +2.1% | +9.6% | +11.2% |
| 3M | +17.7% | +7.1% | +10.5% | +15.8% |
| 6M | +18.3% | -21.6% | +39.9% | +21.5% |
| YTD | +49.1% | -6.7% | +55.8% | +43.9% |
| 1Y | +53.3% | +59.3% | -6.0% | +31.3% |
| 3Y | +22.2% | +182.1% | -159.9% | -8.6% |
| 5Y | +193.3% | +162.6% | +30.7% | +120.8% |
| 10Y | +340.2% | +203.0% | +137.2% | +210.5% |
| All | +417.0% | +120.6% | +296.4% | +235.0% |
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