+55.6%
CSGP vs PSLV
+148.5%
-92.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.3% |
| 7D | -6.1% | -4.3% | -1.8% | -5.7% |
| 30D | +0.3% | -16.6% | +17.0% | +1.8% |
| 3M | -1.3% | -24.6% | +23.3% | +0.8% |
| 6M | -8.9% | -42.5% | +33.6% | -4.5% |
| YTD | -55.2% | -31.7% | -23.5% | -55.2% |
| 1Y | -56.4% | -8.7% | -47.7% | -58.5% |
| 3Y | -62.2% | +113.6% | -175.8% | -69.6% |
| 5Y | -63.7% | +83.3% | -147.0% | -70.4% |
| All | +55.6% | +148.5% | -92.9% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling