+51.6%
FANG vs PSLV
+49.9%
+1.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | -3.5% | +6.3% | +2.8% |
| 30D | +2.6% | -2.1% | +4.8% | +2.6% |
| 3M | +7.6% | -1.6% | +9.2% | +7.7% |
| 6M | +17.3% | -25.5% | +42.8% | +18.1% |
| YTD | +38.7% | -11.4% | +50.1% | +37.5% |
| 1Y | +51.6% | +48.6% | +3.1% | +47.7% |
| All | +51.6% | +49.9% | +1.8% | +47.7% |
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