+181.9%
FANG vs PSLV
+190.6%
-8.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.9% | -3.5% | +6.3% | +3.5% |
| 30D | +2.6% | -2.1% | +4.8% | +2.9% |
| 3M | +7.6% | -1.6% | +9.2% | +7.4% |
| 6M | +17.3% | -25.5% | +42.8% | +22.7% |
| YTD | +38.7% | -11.4% | +50.1% | +32.7% |
| 1Y | +51.6% | +48.6% | +3.1% | +22.4% |
| 3Y | +50.0% | +166.9% | -116.9% | -1.4% |
| 5Y | +237.6% | +152.4% | +85.1% | +121.8% |
| All | +181.9% | +190.6% | -8.7% | +57.4% |
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 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