+623.2%
EXPE vs PSLV
+115.4%
+507.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.1% | -7.8% |
| 7D | -9.8% | +2.7% | -12.4% | -10.0% |
| 30D | -11.5% | +3.5% | -15.0% | -12.0% |
| 3M | +21.7% | +0.3% | +21.4% | +21.3% |
| 6M | +10.4% | -21.0% | +31.4% | +12.7% |
| YTD | -2.5% | -8.9% | +6.4% | -4.5% |
| 1Y | +27.3% | +54.0% | -26.6% | +14.4% |
| 3Y | +153.5% | +175.4% | -21.9% | +106.4% |
| 5Y | +91.1% | +157.7% | -66.6% | +55.6% |
| 10Y | +153.1% | +184.9% | -31.8% | +95.5% |
| All | +623.2% | +115.4% | +507.8% | +394.8% |
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