-18.9%
EXE vs PSLV
+7.9%
-26.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.0% | -8.9% | -2.9% |
| 7D | -4.7% | -2.6% | -2.0% | -4.6% |
| 30D | +1.0% | -14.2% | +15.2% | +1.1% |
| 3M | -5.6% | -12.2% | +6.6% | -5.6% |
| 6M | -12.3% | -28.1% | +15.8% | -12.5% |
| YTD | -19.5% | -28.2% | +8.7% | -23.0% |
| 1Y | -18.9% | +9.1% | -28.0% | -32.6% |
| All | -18.9% | +7.9% | -26.8% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling