-4.5%
CRS vs PSLV
+7.9%
-12.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.5% | -2.4% |
| 7D | +4.3% | -2.6% | +7.0% | +4.7% |
| 30D | -25.5% | -14.2% | -11.3% | -23.9% |
| 3M | -48.7% | -12.2% | -36.5% | -47.8% |
| 6M | -31.6% | -28.1% | -3.5% | -29.1% |
| YTD | -7.0% | -28.2% | +21.2% | -7.8% |
| 1Y | -4.5% | +9.1% | -13.6% | -9.0% |
| All | -4.5% | +7.9% | -12.4% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling