+353.4%
XOM vs PSLV
+108.9%
+244.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.2% |
| 7D | +1.9% | -4.9% | +6.7% | +2.4% |
| 30D | +4.1% | -1.9% | +5.9% | +4.2% |
| 3M | +10.4% | +4.2% | +6.2% | +9.5% |
| 6M | +13.0% | -27.6% | +40.6% | +16.5% |
| YTD | +40.1% | -11.7% | +51.7% | +37.9% |
| 1Y | +51.1% | +49.3% | +1.8% | +36.9% |
| 3Y | +57.7% | +167.1% | -109.4% | +29.6% |
| 5Y | +264.7% | +151.7% | +113.0% | +200.1% |
| 10Y | +193.1% | +187.0% | +6.1% | +130.7% |
| All | +353.4% | +108.9% | +244.5% | +233.6% |
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