+28.4%
XLY vs PSLV
+154.2%
-125.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -1.7% | -3.5% | +1.8% | -1.3% |
| 30D | -4.2% | -2.1% | -2.0% | -4.0% |
| 3M | -2.7% | -1.6% | -1.0% | -2.7% |
| 6M | -0.6% | -25.5% | +24.9% | +2.0% |
| YTD | -5.0% | -11.4% | +6.4% | -6.9% |
| 1Y | -4.1% | +48.6% | -52.7% | -14.3% |
| 3Y | +33.6% | +166.9% | -133.3% | +5.8% |
| All | +28.4% | +154.2% | -125.9% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling