+176.9%
XLE vs PSLV
+189.7%
-12.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.3% |
| 7D | +0.5% | -4.9% | +5.4% | +1.3% |
| 30D | +6.6% | -1.9% | +8.4% | +6.7% |
| 3M | +12.3% | +4.2% | +8.1% | +10.9% |
| 6M | +18.4% | -27.6% | +46.0% | +23.7% |
| YTD | +47.2% | -11.7% | +58.9% | +42.1% |
| 1Y | +50.3% | +49.3% | +0.9% | +25.6% |
| 3Y | +55.3% | +167.1% | -111.8% | +8.8% |
| 5Y | +226.0% | +151.7% | +74.3% | +128.6% |
| All | +176.9% | +189.7% | -12.8% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling