+356.7%
XLU vs PSLV
+109.5%
+247.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | -3.5% | +1.9% | -1.3% |
| 30D | -3.3% | -2.1% | -1.2% | -3.2% |
| 3M | -3.2% | -1.6% | -1.5% | -3.2% |
| 6M | -7.0% | -25.5% | +18.5% | -5.0% |
| YTD | +0.6% | -11.4% | +12.0% | -0.3% |
| 1Y | +2.4% | +48.6% | -46.1% | -4.2% |
| 3Y | +46.3% | +166.9% | -120.6% | +27.7% |
| 5Y | +44.0% | +152.4% | -108.4% | +25.5% |
| 10Y | +140.1% | +187.8% | -47.7% | +102.5% |
| All | +356.7% | +109.5% | +247.2% | +273.7% |
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