+58.1%
XYZ vs PSLV
+115.3%
-57.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.6% | -3.2% |
| 7D | -2.1% | -4.3% | +2.1% | -1.0% |
| 30D | +7.0% | -16.6% | +23.6% | +11.8% |
| 3M | +5.1% | -24.6% | +29.7% | +12.2% |
| 6M | +14.1% | -42.5% | +56.6% | +28.9% |
| YTD | +26.4% | -31.7% | +58.1% | +31.6% |
| 1Y | +25.1% | -8.7% | +33.7% | +18.0% |
| All | +58.1% | +115.3% | -57.2% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling