+369.2%
EXPD vs PSLV
+117.0%
+252.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | +4.1% | +7.3% | -3.2% | +3.4% |
| 3M | +17.9% | -7.4% | +25.3% | +18.4% |
| 6M | +29.2% | -20.3% | +49.5% | +31.0% |
| YTD | +27.4% | -8.2% | +35.6% | +26.5% |
| 1Y | +56.8% | +57.9% | -1.1% | +48.0% |
| 3Y | +68.0% | +162.1% | -94.0% | +50.6% |
| 5Y | +61.9% | +151.2% | -89.3% | +44.7% |
| 10Y | +316.0% | +191.7% | +124.3% | +261.0% |
| All | +369.2% | +117.0% | +252.2% | +297.2% |
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