+85.2%
COR vs PSLV
+165.1%
-79.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -1.0% |
| 7D | -4.8% | -4.9% | 0.0% | -5.1% |
| 30D | -3.7% | -1.9% | -1.8% | -3.7% |
| 3M | +14.3% | +4.2% | +10.2% | +14.8% |
| 6M | -8.5% | -27.6% | +19.1% | -9.2% |
| YTD | -4.4% | -11.7% | +7.3% | -4.3% |
| 1Y | +9.1% | +49.3% | -40.2% | +12.8% |
| All | +85.2% | +165.1% | -79.9% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling