+308.6%
XLB vs PSLV
+120.6%
+188.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.5% |
| 7D | -2.9% | +3.3% | -6.3% | -3.5% |
| 30D | -3.4% | +2.1% | -5.5% | -3.8% |
| 3M | +1.6% | +7.1% | -5.5% | 0.0% |
| 6M | +3.6% | -21.6% | +25.2% | +7.3% |
| YTD | +14.2% | -6.7% | +21.0% | +12.1% |
| 1Y | +15.6% | +59.3% | -43.7% | +1.7% |
| 3Y | +33.1% | +182.1% | -149.0% | +3.8% |
| 5Y | +35.0% | +162.6% | -127.6% | +5.6% |
| 10Y | +164.5% | +203.0% | -38.5% | +95.8% |
| All | +308.6% | +120.6% | +188.0% | +171.6% |
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