+522.4%
CSGP vs PSLV
+117.0%
+405.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -4.1% | -0.6% | -3.4% | -4.0% |
| 30D | +2.3% | +7.3% | -4.9% | +1.7% |
| 3M | -8.2% | -7.4% | -0.7% | -7.8% |
| 6M | -35.1% | -20.3% | -14.8% | -34.2% |
| YTD | -54.0% | -8.2% | -45.8% | -54.7% |
| 1Y | -65.3% | +57.9% | -123.2% | -67.9% |
| 3Y | -62.6% | +162.1% | -224.6% | -67.5% |
| 5Y | -64.8% | +151.2% | -216.0% | -69.6% |
| 10Y | +45.1% | +191.7% | -146.6% | +21.3% |
| All | +522.4% | +117.0% | +405.4% | +397.2% |
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