+106.2%
XLP vs PSLV
+194.1%
-88.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | -2.9% | +3.3% | -6.2% | -3.1% |
| 30D | -2.2% | +2.1% | -4.4% | -2.4% |
| 3M | -0.6% | +7.1% | -7.7% | -1.2% |
| 6M | -2.2% | -21.6% | +19.4% | -0.8% |
| YTD | +8.3% | -6.7% | +15.0% | +6.6% |
| 1Y | +5.7% | +59.3% | -53.6% | -1.7% |
| 3Y | +25.7% | +182.1% | -156.4% | +8.3% |
| 5Y | +31.3% | +162.6% | -131.3% | +13.0% |
| 10Y | +106.2% | +203.0% | -96.9% | +64.9% |
| All | +106.2% | +194.1% | -88.0% | +64.9% |
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 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