+155.2%
EXEL vs PSLV
+165.9%
-10.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -4.9% | -3.5% | -1.4% | -4.7% |
| 30D | +11.4% | -2.1% | +13.5% | +11.5% |
| 3M | +4.9% | -1.6% | +6.5% | +4.8% |
| 6M | +34.4% | -25.5% | +59.9% | +35.5% |
| YTD | +28.0% | -11.4% | +39.5% | +29.5% |
| 1Y | +43.6% | +48.6% | -4.9% | +45.9% |
| 3Y | +155.2% | +166.9% | -11.7% | +148.5% |
| All | +155.2% | +165.9% | -10.7% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling