+150.6%
XME vs PSLV
+109.5%
+41.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.2% | -3.5% | -0.8% | -2.8% |
| 30D | -2.7% | -2.1% | -0.6% | -1.9% |
| 3M | -3.9% | -1.6% | -2.3% | -3.5% |
| 6M | -1.0% | -25.5% | +24.5% | +11.2% |
| YTD | +9.8% | -11.4% | +21.2% | +9.0% |
| 1Y | +32.5% | +48.6% | -16.0% | +3.1% |
| 3Y | +124.3% | +166.9% | -42.5% | +32.6% |
| 5Y | +165.8% | +152.4% | +13.4% | +59.6% |
| 10Y | +411.8% | +187.8% | +224.0% | +181.3% |
| All | +150.6% | +109.5% | +41.1% | +18.9% |
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