+113.4%
CSCO vs PSLV
+148.4%
-35.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -1.3% |
| 7D | -1.1% | -4.9% | +3.8% | -0.6% |
| 30D | -10.8% | -1.9% | -8.9% | -10.6% |
| 3M | -9.2% | +4.2% | -13.4% | -9.7% |
| 6M | +39.5% | -27.6% | +67.1% | +42.7% |
| YTD | +41.5% | -11.7% | +53.2% | +40.0% |
| 1Y | +61.0% | +49.3% | +11.6% | +49.2% |
| 3Y | +105.2% | +167.1% | -61.9% | +77.0% |
| 5Y | +113.4% | +151.7% | -38.2% | +74.3% |
| All | +113.4% | +148.4% | -35.0% | +74.3% |
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 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