+1,333.5%
COR vs PSLV
+120.6%
+1,212.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | -3.9% | +3.3% | -7.2% | -4.0% |
| 30D | -0.3% | +2.1% | -2.5% | -0.4% |
| 3M | +15.9% | +7.1% | +8.7% | +15.6% |
| 6M | -10.3% | -21.6% | +11.3% | -9.7% |
| YTD | -3.7% | -6.7% | +3.0% | -4.4% |
| 1Y | +9.1% | +59.3% | -50.2% | +5.5% |
| 3Y | +86.6% | +182.1% | -95.5% | +74.3% |
| 5Y | +180.9% | +162.6% | +18.3% | +162.2% |
| 10Y | +407.4% | +203.0% | +204.4% | +363.3% |
| All | +1,333.5% | +120.6% | +1,212.9% | +1,158.5% |
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