+511.9%
EFX vs PSLV
+109.5%
+402.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -4.5% | -3.5% | -1.1% | -4.3% |
| 30D | -6.1% | -2.1% | -3.9% | -6.0% |
| 3M | +6.2% | -1.6% | +7.9% | +6.2% |
| 6M | -11.2% | -25.5% | +14.3% | -9.6% |
| YTD | -21.4% | -11.4% | -10.0% | -22.1% |
| 1Y | -34.3% | +48.6% | -82.9% | -38.3% |
| 3Y | -12.5% | +166.9% | -179.4% | -22.8% |
| 5Y | -35.6% | +152.4% | -188.0% | -43.2% |
| 10Y | +41.8% | +187.8% | -146.0% | +21.6% |
| All | +511.9% | +109.5% | +402.4% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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