+64.3%
XLF vs PSLV
+154.2%
-90.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.5% | -3.5% | +2.0% | -1.3% |
| 30D | -1.2% | -2.1% | +1.0% | -1.1% |
| 3M | +9.2% | -1.6% | +10.8% | +9.1% |
| 6M | +16.3% | -25.5% | +41.8% | +18.1% |
| YTD | +5.4% | -11.4% | +16.8% | +3.8% |
| 1Y | +7.6% | +48.6% | -41.0% | -0.2% |
| 3Y | +74.2% | +166.9% | -92.7% | +49.1% |
| All | +64.3% | +154.2% | -90.0% | +34.5% |
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