+488.5%
CSX vs PSLV
+189.7%
+298.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +2.0% |
| 7D | +0.1% | -4.9% | +5.0% | +0.6% |
| 30D | -1.5% | -1.9% | +0.3% | -1.4% |
| 3M | +6.0% | +4.2% | +1.8% | +5.2% |
| 6M | +20.6% | -27.6% | +48.2% | +24.3% |
| YTD | +36.5% | -11.7% | +48.2% | +34.5% |
| 1Y | +55.0% | +49.3% | +5.7% | +40.2% |
| 3Y | +70.8% | +167.1% | -96.4% | +37.8% |
| 5Y | +69.6% | +151.7% | -82.1% | +36.3% |
| All | +488.5% | +189.7% | +298.8% | +318.4% |
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