+57.2%
PSLV vs COO
+406.4%
-349.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -6.3% | +0.5% | -6.8% | -6.3% |
| 30D | -12.7% | +14.2% | -26.8% | -14.3% |
| 3M | -24.7% | -18.2% | -6.5% | -22.9% |
| 6M | -44.6% | +5.3% | -49.9% | -45.3% |
| YTD | -33.3% | -23.6% | -9.7% | -31.1% |
| 1Y | -8.6% | -12.7% | +4.1% | -7.4% |
| 3Y | +108.2% | -24.2% | +132.4% | +113.0% |
| 5Y | +79.1% | -40.0% | +119.1% | +86.2% |
| 10Y | +137.7% | +41.6% | +96.1% | +126.4% |
| All | +57.2% | +406.4% | -349.2% | +22.8% |
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