+185.4%
PSLV vs COO
+17.0%
+168.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.5% | -22.5% | +19.1% | +0.7% |
| 30D | -2.1% | -29.7% | +27.6% | +3.7% |
| 3M | -1.6% | -20.1% | +18.5% | +1.8% |
| 6M | -25.5% | -26.9% | +1.4% | -21.7% |
| YTD | -11.4% | -34.2% | +22.8% | -5.3% |
| 1Y | +48.6% | -21.3% | +69.8% | +53.7% |
| 3Y | +166.9% | -38.7% | +205.5% | +184.7% |
| 5Y | +152.4% | -52.2% | +204.6% | +174.6% |
| All | +185.4% | +17.0% | +168.4% | +165.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling