+617.9%
XHB vs PSLV
+108.9%
+509.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.6% |
| 7D | -5.2% | -4.9% | -0.4% | -4.6% |
| 30D | -12.1% | -1.9% | -10.3% | -12.0% |
| 3M | -6.2% | +4.2% | -10.4% | -7.0% |
| 6M | -6.7% | -27.6% | +20.9% | -3.3% |
| YTD | -5.5% | -11.7% | +6.2% | -6.2% |
| 1Y | -15.6% | +49.3% | -65.0% | -22.9% |
| 3Y | +22.0% | +167.1% | -145.1% | +1.5% |
| 5Y | +31.8% | +151.7% | -119.9% | +9.5% |
| 10Y | +208.1% | +187.0% | +21.1% | +144.5% |
| All | +617.9% | +108.9% | +509.0% | +407.0% |
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