+884.3%
CSX vs PSLV
+66.4%
+817.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.5% |
| 7D | +0.7% | +3.9% | -3.2% | +0.3% |
| 30D | +8.1% | -16.3% | +24.4% | +9.8% |
| 3M | +2.2% | -23.0% | +25.2% | +4.5% |
| 6M | +14.6% | -36.5% | +51.1% | +19.0% |
| YTD | +42.2% | -29.6% | +71.8% | +43.8% |
| 1Y | +47.3% | -0.5% | +47.9% | +43.2% |
| 3Y | +73.5% | +120.1% | -46.6% | +52.5% |
| 5Y | +54.1% | +93.3% | -39.2% | +36.4% |
| 10Y | +409.0% | +135.7% | +273.3% | +330.6% |
| All | +884.3% | +66.4% | +817.9% | +720.3% |
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