+14.9%
XYL vs PSLV
+165.9%
-151.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +1.2% | -3.5% | +4.7% | +1.4% |
| 30D | -11.9% | -2.1% | -9.8% | -11.8% |
| 3M | -1.5% | -1.6% | +0.1% | -1.4% |
| 6M | -11.9% | -25.5% | +13.6% | -10.7% |
| YTD | -20.6% | -11.4% | -9.2% | -21.9% |
| 1Y | -23.5% | +48.6% | -72.1% | -29.3% |
| 3Y | +14.9% | +166.9% | -152.0% | -0.3% |
| All | +14.9% | +165.9% | -151.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling