+174.8%
EXE vs PSLV
+122.6%
+52.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.9% |
| 7D | -2.7% | +3.3% | -6.0% | -3.2% |
| 30D | -0.4% | +2.1% | -2.5% | -0.8% |
| 3M | +9.5% | +7.1% | +2.3% | +8.1% |
| 6M | -9.3% | -21.6% | +12.2% | -6.9% |
| YTD | -10.9% | -6.7% | -4.2% | -15.7% |
| 1Y | +4.3% | +59.3% | -55.0% | -16.4% |
| 3Y | +18.8% | +182.1% | -163.3% | -24.1% |
| 5Y | +101.4% | +162.6% | -61.2% | +29.8% |
| All | +174.8% | +122.6% | +52.2% | +83.7% |
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