+166.1%
PSLV vs COO
-38.4%
+204.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -14.7% | +9.4% | -2.9% |
| 7D | -4.9% | -23.3% | +18.4% | -1.0% |
| 30D | -1.9% | -29.5% | +27.6% | +3.4% |
| 3M | +4.2% | -20.0% | +24.2% | +7.6% |
| 6M | -27.6% | -27.2% | -0.4% | -23.8% |
| YTD | -11.7% | -33.9% | +22.2% | -5.6% |
| 1Y | +49.3% | -19.9% | +69.3% | +54.3% |
| All | +166.1% | -38.4% | +204.5% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling