+47.6%
XOP vs PSLV
+57.1%
-9.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.9% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | +15.4% | +7.3% | +8.2% | +15.7% |
| 3M | +12.1% | -7.4% | +19.5% | +12.1% |
| 6M | +19.7% | -20.3% | +40.0% | +20.0% |
| YTD | +52.4% | -8.2% | +60.6% | +49.1% |
| 1Y | +47.6% | +57.9% | -10.4% | +40.0% |
| All | +47.6% | +57.1% | -9.6% | +40.0% |
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