+107.7%
CTAS vs PSLV
+154.2%
-46.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | +0.5% | -3.5% | +4.0% | +0.7% |
| 30D | -0.7% | -2.1% | +1.4% | -0.7% |
| 3M | +11.1% | -1.6% | +12.7% | +11.2% |
| 6M | +2.1% | -25.5% | +27.6% | +3.7% |
| YTD | +8.0% | -11.4% | +19.4% | +6.1% |
| 1Y | -0.5% | +48.6% | -49.1% | -8.4% |
| 3Y | +66.2% | +166.9% | -100.7% | +38.0% |
| All | +107.7% | +154.2% | -46.5% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling