+6.7%
XME vs PSLV
+7.9%
-1.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -3.3% |
| 7D | -5.5% | -2.6% | -2.8% | -4.6% |
| 30D | -11.1% | -14.2% | +3.0% | -6.0% |
| 3M | -11.1% | -12.2% | +1.1% | -6.7% |
| 6M | -18.0% | -28.1% | +10.1% | -8.2% |
| YTD | -7.4% | -28.2% | +20.8% | -0.6% |
| 1Y | +6.7% | +9.1% | -2.5% | -6.3% |
| All | +6.7% | +7.9% | -1.2% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling