+599.1%
XYZ vs PSLV
+190.6%
+408.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.3% | -3.5% | -0.8% | -3.3% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | +14.6% | -1.6% | +16.3% | +14.5% |
| 6M | +22.6% | -25.5% | +48.1% | +32.7% |
| YTD | +21.7% | -11.4% | +33.1% | +18.2% |
| 1Y | +6.7% | +48.6% | -41.9% | -17.5% |
| 3Y | +46.8% | +166.9% | -120.0% | -13.6% |
| 5Y | -68.0% | +152.4% | -220.5% | -81.2% |
| All | +599.1% | +190.6% | +408.5% | +232.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling