+384.1%
EXPD vs PSLV
+57.8%
+326.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.3% |
| 7D | +5.5% | -6.3% | +11.8% | +6.1% |
| 30D | -0.8% | -12.7% | +11.9% | +0.2% |
| 3M | +4.1% | -24.7% | +28.9% | +6.4% |
| 6M | +25.7% | -44.6% | +70.3% | +31.4% |
| YTD | +31.4% | -33.3% | +64.7% | +33.7% |
| 1Y | +42.2% | -8.6% | +50.8% | +40.6% |
| 3Y | +77.2% | +108.2% | -31.0% | +61.6% |
| 5Y | +61.0% | +79.1% | -18.1% | +47.7% |
| 10Y | +334.8% | +137.7% | +197.2% | +284.6% |
| All | +384.1% | +57.8% | +326.3% | +319.9% |
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