+73.9%
CTVA vs PSLV
+165.9%
-92.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -4.5% | -3.5% | -1.1% | -4.2% |
| 30D | +11.3% | -2.1% | +13.5% | +11.4% |
| 3M | +12.3% | -1.6% | +14.0% | +12.2% |
| 6M | +7.2% | -25.5% | +32.7% | +9.6% |
| YTD | +26.0% | -11.4% | +37.4% | +24.2% |
| 1Y | +16.0% | +48.6% | -32.6% | +5.0% |
| 3Y | +73.9% | +166.9% | -93.0% | +34.5% |
| All | +73.9% | +165.9% | -92.0% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling