+257.2%
XOM vs PSLV
+154.2%
+103.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.1% | -3.5% | +7.5% | +4.4% |
| 30D | +4.6% | -2.1% | +6.7% | +4.7% |
| 3M | +14.0% | -1.6% | +15.6% | +13.9% |
| 6M | +11.0% | -25.5% | +36.5% | +14.0% |
| YTD | +40.7% | -11.4% | +52.1% | +36.3% |
| 1Y | +52.3% | +48.6% | +3.7% | +31.2% |
| 3Y | +60.5% | +166.9% | -106.4% | +17.0% |
| All | +257.2% | +154.2% | +103.0% | +166.3% |
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 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