+606.1%
COST vs PSLV
+190.6%
+415.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.2% | -3.5% | +2.3% | -1.0% |
| 30D | -4.7% | -2.1% | -2.6% | -4.7% |
| 3M | -7.1% | -1.6% | -5.5% | -7.1% |
| 6M | -8.5% | -25.5% | +17.0% | -7.0% |
| YTD | +5.4% | -11.4% | +16.8% | +4.2% |
| 1Y | -5.6% | +48.6% | -54.2% | -12.1% |
| 3Y | +68.5% | +166.9% | -98.4% | +45.0% |
| 5Y | +105.2% | +152.4% | -47.2% | +76.2% |
| All | +606.1% | +190.6% | +415.5% | +469.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling