+32.0%
XEL vs PSLV
+154.2%
-122.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.3% | -3.5% | +3.2% | -0.1% |
| 30D | -3.9% | -2.1% | -1.8% | -3.9% |
| 3M | -2.8% | -1.6% | -1.2% | -2.8% |
| 6M | -5.4% | -25.5% | +20.1% | -3.6% |
| YTD | +3.8% | -11.4% | +15.2% | +2.1% |
| 1Y | +6.8% | +48.6% | -41.7% | -2.1% |
| 3Y | +45.6% | +166.9% | -121.3% | +18.7% |
| All | +32.0% | +154.2% | -122.2% | +3.5% |
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