+113.5%
CSCO vs PSLV
+165.9%
-52.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +2.7% | -3.5% | +6.1% | +3.0% |
| 30D | -9.5% | -2.1% | -7.3% | -9.3% |
| 3M | -7.6% | -1.6% | -6.0% | -7.6% |
| 6M | +44.9% | -25.5% | +70.4% | +47.5% |
| YTD | +47.7% | -11.4% | +59.1% | +45.9% |
| 1Y | +69.1% | +48.6% | +20.5% | +56.4% |
| 3Y | +113.5% | +166.9% | -53.4% | +85.7% |
| All | +113.5% | +165.9% | -52.3% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling