+181.2%
EXC vs PSLV
+115.4%
+65.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +1.2% | +2.7% | -1.4% | +1.0% |
| 30D | -2.7% | +3.5% | -6.2% | -3.0% |
| 3M | -1.0% | +0.3% | -1.2% | -1.2% |
| 6M | -9.3% | -21.0% | +11.7% | -8.0% |
| YTD | +3.6% | -8.9% | +12.5% | +2.1% |
| 1Y | +5.9% | +54.0% | -48.1% | -1.8% |
| 3Y | +21.3% | +175.4% | -154.2% | +4.3% |
| 5Y | +46.2% | +157.7% | -111.5% | +25.7% |
| 10Y | +151.5% | +184.9% | -33.4% | +107.5% |
| All | +181.2% | +115.4% | +65.8% | +126.9% |
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