+80.3%
PSLV vs COO
-40.4%
+120.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | -12.7% | +14.2% | -26.8% | -14.9% |
| 3M | -24.7% | -18.2% | -6.5% | -22.1% |
| 6M | -44.6% | +5.3% | -49.9% | -45.7% |
| YTD | -33.3% | -23.6% | -9.7% | -29.9% |
| 1Y | -8.6% | -12.7% | +4.1% | -6.7% |
| 3Y | +108.2% | -24.2% | +132.4% | +114.4% |
| All | +80.3% | -40.4% | +120.7% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling