+59.2%
EXPD vs PSLV
+153.7%
-94.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -0.9% | +2.7% | -3.6% | -1.2% |
| 30D | +4.1% | +3.5% | +0.6% | +3.7% |
| 3M | +13.8% | +0.3% | +13.5% | +13.5% |
| 6M | +27.3% | -21.0% | +48.3% | +29.4% |
| YTD | +25.4% | -8.9% | +34.4% | +24.0% |
| 1Y | +54.4% | +54.0% | +0.4% | +43.2% |
| 3Y | +67.9% | +175.4% | -107.6% | +42.1% |
| 5Y | +59.2% | +157.7% | -98.5% | +29.7% |
| All | +59.2% | +153.7% | -94.5% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling