+584.9%
XYZ vs PSLV
+142.8%
+442.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.6% |
| 7D | -1.1% | -6.3% | +5.2% | +1.2% |
| 30D | +11.5% | -12.7% | +24.2% | +16.7% |
| 3M | +1.8% | -24.7% | +26.5% | +11.5% |
| 6M | +21.2% | -44.6% | +65.8% | +45.7% |
| YTD | +29.9% | -33.3% | +63.2% | +38.3% |
| 1Y | +35.8% | -8.6% | +44.3% | +25.9% |
| 3Y | +62.6% | +108.2% | -45.6% | +2.2% |
| 5Y | -62.8% | +79.1% | -141.9% | -75.6% |
| All | +584.9% | +142.8% | +442.1% | +239.6% |
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