+43.8%
CSGP vs PSLV
+194.1%
-150.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.7% |
| 7D | -5.4% | +3.3% | -8.7% | -5.7% |
| 30D | -6.0% | +2.1% | -8.2% | -6.3% |
| 3M | -12.8% | +7.1% | -20.0% | -13.6% |
| 6M | -38.9% | -21.6% | -17.3% | -37.7% |
| YTD | -56.0% | -6.7% | -49.3% | -57.1% |
| 1Y | -66.4% | +59.3% | -125.7% | -70.2% |
| 3Y | -64.2% | +182.1% | -246.3% | -71.6% |
| 5Y | -67.0% | +162.6% | -229.6% | -74.0% |
| 10Y | +43.8% | +203.0% | -159.2% | +4.4% |
| All | +43.8% | +194.1% | -150.3% | +4.4% |
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