+218.9%
CTVA vs PSLV
+297.9%
-79.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.3% |
| 7D | -4.7% | -4.9% | +0.2% | -4.1% |
| 30D | +11.1% | -1.9% | +13.0% | +11.2% |
| 3M | +13.7% | +4.2% | +9.5% | +12.7% |
| 6M | +11.2% | -27.6% | +38.8% | +15.0% |
| YTD | +26.9% | -11.7% | +38.6% | +25.1% |
| 1Y | +18.8% | +49.3% | -30.5% | +6.8% |
| 3Y | +75.9% | +167.1% | -91.2% | +41.1% |
| 5Y | +105.2% | +151.7% | -46.5% | +63.9% |
| All | +218.9% | +297.9% | -79.0% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling