+155.8%
EXC vs PSLV
+190.6%
-34.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.1% | -3.5% | +2.4% | -0.8% |
| 30D | -3.6% | -2.1% | -1.5% | -3.5% |
| 3M | -4.3% | -1.6% | -2.6% | -4.3% |
| 6M | -9.9% | -25.5% | +15.5% | -7.8% |
| YTD | +1.8% | -11.4% | +13.2% | -0.8% |
| 1Y | +2.9% | +48.6% | -45.7% | -8.8% |
| 3Y | +19.1% | +166.9% | -147.8% | -7.4% |
| 5Y | +44.8% | +152.4% | -107.6% | +12.3% |
| All | +155.8% | +190.6% | -34.7% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling