+227.7%
XLE vs PSLV
+161.1%
+66.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | +0.3% | +3.3% | -3.0% | 0.0% |
| 30D | +8.5% | +2.1% | +6.4% | +8.2% |
| 3M | +14.6% | +7.1% | +7.5% | +13.4% |
| 6M | +17.6% | -21.6% | +39.1% | +20.4% |
| YTD | +48.1% | -6.7% | +54.8% | +41.7% |
| 1Y | +53.8% | +59.3% | -5.5% | +28.3% |
| 3Y | +56.2% | +182.1% | -125.9% | +9.0% |
| 5Y | +227.7% | +162.6% | +65.1% | +133.9% |
| All | +227.7% | +161.1% | +66.7% | +133.9% |
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