+139.9%
XLC vs PSLV
+268.9%
-129.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -1.4% | +3.3% | -4.7% | -1.8% |
| 30D | -0.9% | +2.1% | -3.0% | -1.3% |
| 3M | -0.3% | +7.1% | -7.5% | -1.5% |
| 6M | -5.2% | -21.6% | +16.4% | -2.7% |
| YTD | -5.3% | -6.7% | +1.4% | -7.8% |
| 1Y | -2.8% | +59.3% | -62.1% | -15.1% |
| 3Y | +71.2% | +182.1% | -110.9% | +31.6% |
| 5Y | +37.6% | +162.6% | -125.0% | +5.7% |
| All | +139.9% | +268.9% | -129.0% | +56.1% |
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