+35.3%
CP vs PSLV
+154.2%
-118.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -2.6% | -3.5% | +0.9% | -2.2% |
| 30D | -3.7% | -2.1% | -1.6% | -3.5% |
| 3M | +0.1% | -1.6% | +1.8% | +0.1% |
| 6M | +7.8% | -25.5% | +33.3% | +11.4% |
| YTD | +21.7% | -11.4% | +33.1% | +18.9% |
| 1Y | +18.6% | +48.6% | -30.0% | +3.0% |
| 3Y | +17.5% | +166.9% | -149.3% | -12.9% |
| All | +35.3% | +154.2% | -118.9% | -3.4% |
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