-60.3%
CSGP vs PSLV
+113.4%
-173.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | +1.3% | +5.1% | -3.9% | +1.2% |
| 30D | +10.7% | -13.3% | +24.0% | +10.7% |
| 3M | +3.3% | -16.5% | +19.8% | +3.3% |
| 6M | -10.3% | -32.8% | +22.4% | -9.8% |
| YTD | -54.6% | -28.8% | -25.8% | -55.2% |
| 1Y | -54.6% | +5.8% | -60.5% | -56.9% |
| 3Y | -60.3% | +114.8% | -175.1% | -67.1% |
| All | -60.3% | +113.4% | -173.8% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling