+57.9%
PSLV vs COO
+4.1%
+53.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.6% | -2.2% | +1.6% | -0.4% |
| 30D | +7.3% | -7.0% | +14.3% | +7.9% |
| 3M | -7.4% | +12.2% | -19.6% | -9.2% |
| 6M | -20.3% | -15.1% | -5.2% | -16.0% |
| YTD | -8.2% | -15.1% | +6.8% | -3.2% |
| 1Y | +57.9% | +2.3% | +55.6% | +64.0% |
| All | +57.9% | +4.1% | +53.8% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling