+216.7%
CTVA vs PSLV
+299.0%
-82.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -4.5% | -3.5% | -1.1% | -4.1% |
| 30D | +11.3% | -2.1% | +13.5% | +11.5% |
| 3M | +12.3% | -1.6% | +14.0% | +12.2% |
| 6M | +7.2% | -25.5% | +32.7% | +10.4% |
| YTD | +26.0% | -11.4% | +37.4% | +24.2% |
| 1Y | +16.0% | +48.6% | -32.6% | +4.4% |
| 3Y | +73.9% | +166.9% | -93.0% | +39.5% |
| 5Y | +103.8% | +152.4% | -48.6% | +62.7% |
| All | +216.7% | +299.0% | -82.3% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling