+389.0%
XLP vs PSLV
+67.3%
+321.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -0.5% | -1.5% | +0.9% | -0.5% |
| 30D | +8.3% | -15.2% | +23.6% | +9.1% |
| 3M | +8.7% | -21.4% | +30.1% | +9.8% |
| 6M | +11.2% | -39.9% | +51.1% | +13.8% |
| YTD | +20.0% | -29.3% | +49.3% | +20.4% |
| 1Y | +21.3% | -1.6% | +22.9% | +19.1% |
| 3Y | +43.8% | +121.3% | -77.5% | +32.9% |
| 5Y | +43.3% | +89.9% | -46.6% | +33.1% |
| 10Y | +136.8% | +152.0% | -15.2% | +113.6% |
| All | +389.0% | +67.3% | +321.7% | +325.6% |
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