+852.1%
CSX vs PSLV
+117.0%
+735.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | -3.4% | -0.6% | -2.7% | -3.3% |
| 30D | -3.1% | +7.3% | -10.3% | -3.8% |
| 3M | +7.2% | -7.4% | +14.6% | +7.7% |
| 6M | +16.2% | -20.3% | +36.4% | +18.1% |
| YTD | +37.5% | -8.2% | +45.8% | +36.0% |
| 1Y | +53.2% | +57.9% | -4.7% | +42.2% |
| 3Y | +68.2% | +162.1% | -93.8% | +46.0% |
| 5Y | +65.2% | +151.2% | -85.9% | +42.9% |
| 10Y | +504.1% | +191.7% | +312.5% | +401.3% |
| All | +852.1% | +117.0% | +735.1% | +675.6% |
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