+114.5%
PSLV vs COO
+447.1%
-332.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.4% |
| 7D | +2.7% | -2.3% | +5.0% | +3.0% |
| 30D | +3.5% | -8.8% | +12.3% | +4.7% |
| 3M | +0.3% | +1.3% | -1.1% | -0.1% |
| 6M | -21.0% | -11.6% | -9.4% | -19.8% |
| YTD | -8.9% | -17.4% | +8.5% | -6.7% |
| 1Y | +54.0% | -1.6% | +55.6% | +53.7% |
| 3Y | +175.4% | -22.6% | +198.1% | +181.4% |
| 5Y | +157.7% | -40.3% | +198.0% | +167.8% |
| 10Y | +184.9% | +45.2% | +139.7% | +170.2% |
| All | +114.5% | +447.1% | -332.6% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling