+91.4%
EXPE vs PSLV
+154.2%
-62.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -5.8% | -3.5% | -2.3% | -5.4% |
| 30D | -13.6% | -2.1% | -11.5% | -13.5% |
| 3M | +25.2% | -1.6% | +26.8% | +25.1% |
| 6M | +22.3% | -25.5% | +47.8% | +25.8% |
| YTD | -0.3% | -11.4% | +11.1% | -4.0% |
| 1Y | +27.8% | +48.6% | -20.8% | +7.8% |
| 3Y | +162.4% | +166.9% | -4.4% | +86.8% |
| All | +91.4% | +154.2% | -62.9% | +30.6% |
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