+592.8%
XLV vs PSLV
+109.5%
+483.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -3.5% | -0.1% | -3.3% |
| 30D | -1.8% | -2.1% | +0.3% | -1.7% |
| 3M | +7.8% | -1.6% | +9.4% | +7.7% |
| 6M | +9.1% | -25.5% | +34.6% | +10.8% |
| YTD | +7.7% | -11.4% | +19.2% | +7.2% |
| 1Y | +20.4% | +48.6% | -28.2% | +15.1% |
| 3Y | +30.8% | +166.9% | -136.1% | +19.0% |
| 5Y | +34.6% | +152.4% | -117.8% | +22.3% |
| 10Y | +173.4% | +187.8% | -14.4% | +142.2% |
| All | +592.8% | +109.5% | +483.3% | +481.8% |
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