-45.8%
XE vs PSLV
-14.2%
-31.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.3% | -2.9% | -4.0% |
| 7D | -11.4% | -4.9% | -6.5% | -7.8% |
| 30D | -23.0% | -1.9% | -21.1% | -22.3% |
| 3M | -12.1% | +4.2% | -16.3% | -17.3% |
| All | -45.8% | -14.2% | -31.6% | -37.8% |
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 · Available span rolling