+74.7%
CSX vs PSLV
+176.8%
-102.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +0.9% |
| 7D | -3.4% | -0.6% | -2.7% | -3.4% |
| 30D | -3.1% | +7.3% | -10.3% | -3.4% |
| 3M | +7.2% | -7.4% | +14.6% | +7.5% |
| 6M | +16.2% | -20.3% | +36.4% | +17.0% |
| YTD | +37.5% | -8.2% | +45.8% | +36.9% |
| 1Y | +53.2% | +57.9% | -4.7% | +48.4% |
| All | +74.7% | +176.8% | -102.0% | +61.0% |
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