+543.9%
XLF vs PSLV
+109.5%
+434.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.5% | -3.5% | +2.0% | -1.2% |
| 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% | +18.3% |
| YTD | +5.4% | -11.4% | +16.8% | +4.7% |
| 1Y | +7.6% | +48.6% | -41.0% | +2.1% |
| 3Y | +74.2% | +166.9% | -92.7% | +56.6% |
| 5Y | +66.1% | +152.4% | -86.3% | +49.0% |
| 10Y | +252.8% | +187.8% | +65.0% | +207.2% |
| All | +543.9% | +109.5% | +434.4% | +430.4% |
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