+644.8%
CSCO vs PSLV
+115.4%
+529.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.5% | +2.7% | -3.2% | -0.8% |
| 30D | -10.1% | +3.5% | -13.6% | -10.4% |
| 3M | -11.7% | +0.3% | -12.0% | -11.9% |
| 6M | +40.1% | -21.0% | +61.1% | +42.1% |
| YTD | +43.8% | -8.9% | +52.7% | +42.7% |
| 1Y | +66.6% | +54.0% | +12.6% | +57.3% |
| 3Y | +108.5% | +175.4% | -66.9% | +86.0% |
| 5Y | +114.0% | +157.7% | -43.7% | +90.6% |
| 10Y | +366.8% | +184.9% | +181.9% | +303.9% |
| All | +644.8% | +115.4% | +529.4% | +584.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling