+35.8%
XYZ vs PSLV
-10.8%
+46.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.3% |
| 7D | -1.1% | -6.3% | +5.2% | +0.4% |
| 30D | +11.5% | -12.7% | +24.2% | +14.7% |
| 3M | +1.8% | -24.7% | +26.5% | +7.6% |
| 6M | +21.2% | -44.6% | +65.8% | +34.6% |
| YTD | +29.9% | -33.3% | +63.2% | +42.9% |
| 1Y | +35.8% | -8.6% | +44.3% | +47.4% |
| All | +35.8% | -10.8% | +46.6% | +47.4% |
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