+108.1%
PSLV vs XPO
+5,109.7%
-5,001.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.2% |
| 7D | -4.9% | -1.3% | -3.5% | -4.8% |
| 30D | -1.9% | -10.4% | +8.5% | -1.3% |
| 3M | +4.2% | -15.7% | +19.9% | +5.2% |
| 6M | -27.6% | -6.3% | -21.3% | -27.4% |
| YTD | -11.7% | +34.2% | -45.8% | -13.1% |
| 1Y | +49.3% | +39.9% | +9.4% | +46.4% |
| 3Y | +167.1% | +155.2% | +11.9% | +152.0% |
| 5Y | +151.7% | +264.7% | -113.0% | +130.5% |
| 10Y | +187.0% | +1,500.1% | -1,313.1% | +145.3% |
| All | +108.1% | +5,109.7% | -5,001.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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