+386.6%
XRT vs PSLV
+115.4%
+271.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | -0.3% | +2.7% | -2.9% | -0.5% |
| 30D | -5.6% | +3.5% | -9.1% | -6.0% |
| 3M | +2.5% | +0.3% | +2.3% | +2.3% |
| 6M | +3.7% | -21.0% | +24.7% | +5.3% |
| YTD | +1.0% | -8.9% | +9.9% | 0.0% |
| 1Y | -1.2% | +54.0% | -55.2% | -7.4% |
| 3Y | +43.4% | +175.4% | -132.1% | +26.5% |
| 5Y | -0.7% | +157.7% | -158.4% | -12.6% |
| 10Y | +123.7% | +184.9% | -61.2% | +91.9% |
| All | +386.6% | +115.4% | +271.2% | +295.7% |
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