+437.1%
XYL vs PSLV
+37.2%
+399.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.4% |
| 7D | -1.2% | -4.9% | +3.6% | -0.7% |
| 30D | -13.2% | -1.9% | -11.3% | -13.0% |
| 3M | -0.2% | +4.2% | -4.4% | -0.9% |
| 6M | -12.5% | -27.6% | +15.1% | -9.8% |
| YTD | -20.9% | -11.7% | -9.2% | -22.0% |
| 1Y | -21.6% | +49.3% | -70.9% | -28.5% |
| 3Y | +16.1% | +167.1% | -151.0% | -3.6% |
| 5Y | -15.6% | +151.7% | -167.3% | -30.1% |
| 10Y | +147.7% | +187.0% | -39.3% | +95.5% |
| All | +437.1% | +37.2% | +399.9% | +352.6% |
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