+334.3%
EXPD vs PSLV
+138.3%
+196.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.8% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | +0.6% | -15.2% | +15.9% | +2.2% |
| 3M | +9.8% | -21.4% | +31.2% | +12.3% |
| 6M | +25.8% | -39.9% | +65.7% | +31.9% |
| YTD | +31.3% | -29.3% | +60.5% | +32.9% |
| 1Y | +40.9% | -1.6% | +42.5% | +36.7% |
| 3Y | +74.7% | +121.3% | -46.6% | +49.7% |
| 5Y | +62.9% | +89.9% | -27.0% | +40.9% |
| 10Y | +334.3% | +152.0% | +182.4% | +235.7% |
| All | +334.3% | +138.3% | +196.0% | +235.7% |
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 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