+369.1%
CVS vs PSLV
+108.9%
+260.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.1% |
| 7D | -2.0% | -4.9% | +2.9% | -1.8% |
| 30D | +1.9% | -1.9% | +3.8% | +1.9% |
| 3M | -2.2% | +4.2% | -6.4% | -2.5% |
| 6M | +26.7% | -27.6% | +54.3% | +28.1% |
| YTD | +22.9% | -11.7% | +34.5% | +22.7% |
| 1Y | +32.9% | +49.3% | -16.4% | +29.6% |
| 3Y | +62.3% | +167.1% | -104.8% | +52.7% |
| 5Y | +34.2% | +151.7% | -117.4% | +26.1% |
| 10Y | +41.8% | +187.0% | -145.2% | +30.2% |
| All | +369.1% | +108.9% | +260.2% | +286.7% |
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