+20.7%
XYZ vs PSLV
+7.9%
+12.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.0% | +9.3% | +14.0% |
| 7D | +16.5% | -2.6% | +19.2% | +17.1% |
| 30D | +15.0% | -14.2% | +29.1% | +18.3% |
| 3M | +3.5% | -12.2% | +15.8% | +6.0% |
| 6M | +21.9% | -28.1% | +50.0% | +28.7% |
| YTD | +34.6% | -28.2% | +62.8% | +41.9% |
| 1Y | +20.7% | +9.1% | +11.6% | +7.6% |
| All | +20.7% | +7.9% | +12.9% | +7.6% |
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 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