-53.3%
CSGP vs PSLV
+7.9%
-61.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -2.0% | +4.2% |
| 7D | +18.3% | -2.6% | +20.9% | +18.2% |
| 30D | +17.8% | -14.2% | +31.9% | +17.2% |
| 3M | +9.3% | -12.2% | +21.5% | +8.8% |
| 6M | -7.9% | -28.1% | +20.2% | -8.5% |
| YTD | -51.5% | -28.2% | -23.3% | -53.1% |
| 1Y | -53.3% | +9.1% | -62.4% | -56.8% |
| All | -53.3% | +7.9% | -61.2% | -56.8% |
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