+529.4%
XYZ vs PSLV
+193.6%
+335.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.6% | -3.0% |
| 7D | -2.1% | -4.3% | +2.1% | -0.8% |
| 30D | +7.0% | -16.6% | +23.6% | +12.9% |
| 3M | +5.1% | -24.6% | +29.7% | +13.8% |
| 6M | +14.1% | -42.5% | +56.6% | +32.7% |
| YTD | +26.4% | -31.7% | +58.1% | +33.5% |
| 1Y | +25.1% | -8.7% | +33.7% | +18.8% |
| 3Y | +59.7% | +113.6% | -53.9% | +9.7% |
| 5Y | -63.8% | +83.3% | -147.1% | -74.4% |
| 10Y | +592.4% | +143.2% | +449.2% | +315.1% |
| All | +529.4% | +193.6% | +335.7% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling