+169.7%
EXE vs PSLV
+111.4%
+58.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.1% | -3.5% | +0.3% | -2.7% |
| 30D | -0.9% | -2.1% | +1.2% | -0.8% |
| 3M | +9.6% | -1.6% | +11.2% | +9.4% |
| 6M | -11.6% | -25.5% | +13.9% | -8.6% |
| YTD | -12.6% | -11.4% | -1.1% | -16.7% |
| 1Y | +1.2% | +48.6% | -47.4% | -17.9% |
| 3Y | +18.0% | +166.9% | -148.8% | -24.0% |
| 5Y | +101.1% | +152.4% | -51.3% | +30.0% |
| All | +169.7% | +111.4% | +58.3% | +81.5% |
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