+196.0%
EXC vs PSLV
+57.8%
+138.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.5% |
| 7D | +1.4% | -6.3% | +7.7% | +1.8% |
| 30D | +8.6% | -12.7% | +21.2% | +9.5% |
| 3M | +2.4% | -24.7% | +27.1% | +4.3% |
| 6M | +6.5% | -44.6% | +51.1% | +10.9% |
| YTD | +9.0% | -33.3% | +42.3% | +9.7% |
| 1Y | +4.6% | -8.6% | +13.2% | +1.6% |
| 3Y | +33.5% | +108.2% | -74.7% | +16.9% |
| 5Y | +41.4% | +79.1% | -37.7% | +25.0% |
| 10Y | +204.3% | +137.7% | +66.6% | +154.9% |
| All | +196.0% | +57.8% | +138.2% | +143.9% |
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