-0.5%
CTAS vs PSLV
+49.9%
-50.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | +0.5% | -3.5% | +4.0% | +0.5% |
| 30D | -0.7% | -2.1% | +1.4% | -0.8% |
| 3M | +11.1% | -1.6% | +12.7% | +11.4% |
| 6M | +2.1% | -25.5% | +27.6% | +2.1% |
| YTD | +8.0% | -11.4% | +19.4% | +7.5% |
| 1Y | -0.5% | +48.6% | -49.1% | -3.5% |
| All | -0.5% | +49.9% | -50.3% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling