+179.3%
COR vs PSLV
+154.2%
+25.1%
-32.4%
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 | -2.8% | -3.5% | +0.6% | -2.9% |
| 30D | +2.6% | -2.1% | +4.7% | +2.5% |
| 3M | +14.5% | -1.6% | +16.1% | +14.6% |
| 6M | -7.8% | -25.5% | +17.7% | -7.7% |
| YTD | -4.2% | -11.4% | +7.2% | -5.1% |
| 1Y | +7.0% | +48.6% | -41.6% | +4.7% |
| 3Y | +85.5% | +166.9% | -81.4% | +73.5% |
| All | +179.3% | +154.2% | +25.1% | +155.6% |
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