+609.5%
XLI vs PSLV
+108.9%
+500.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.2% |
| 7D | -2.3% | -4.9% | +2.6% | -1.8% |
| 30D | -8.2% | -1.9% | -6.3% | -8.0% |
| 3M | +0.8% | +4.2% | -3.4% | +0.1% |
| 6M | +0.8% | -27.6% | +28.4% | +3.6% |
| YTD | +10.5% | -11.7% | +22.2% | +9.7% |
| 1Y | +14.1% | +49.3% | -35.2% | +6.5% |
| 3Y | +68.6% | +167.1% | -98.5% | +46.2% |
| 5Y | +80.4% | +151.7% | -71.3% | +56.3% |
| 10Y | +254.6% | +187.0% | +67.7% | +196.3% |
| All | +609.5% | +108.9% | +500.6% | +464.8% |
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