+105.1%
CTVA vs PSLV
+154.2%
-49.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| YTD | +26.0% | -11.4% | +37.4% | +23.7% |
| 1Y | +16.0% | +48.6% | -32.6% | +2.9% |
| 3Y | +73.9% | +166.9% | -93.0% | +33.6% |
| All | +105.1% | +154.2% | -49.1% | +54.2% |
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