+89.9%
XLRE vs PSLV
+180.9%
-91.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -1.8% | -5.9% | +4.1% | -1.1% |
| 30D | -4.7% | -3.1% | -1.6% | -4.4% |
| 3M | -4.1% | -5.3% | +1.2% | -3.7% |
| 6M | +3.6% | -21.8% | +25.4% | +6.4% |
| YTD | +8.5% | -13.7% | +22.2% | +6.5% |
| 1Y | +5.3% | +42.8% | -37.5% | -6.9% |
| 3Y | +29.3% | +167.3% | -137.9% | -1.3% |
| 5Y | +8.4% | +144.8% | -136.4% | -17.0% |
| 10Y | +89.9% | +181.7% | -91.7% | +29.5% |
| All | +89.9% | +180.9% | -91.0% | +29.5% |
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 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