+62.3%
FDS vs PSLV
+190.6%
-128.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -14.0% | -3.5% | -10.5% | -13.8% |
| 30D | -6.2% | -2.1% | -4.1% | -6.1% |
| 3M | +10.2% | -1.6% | +11.8% | +10.2% |
| 6M | +27.4% | -25.5% | +52.9% | +29.9% |
| YTD | -9.3% | -11.4% | +2.2% | -11.1% |
| 1Y | -28.6% | +48.6% | -77.2% | -35.1% |
| 3Y | -36.8% | +166.9% | -203.7% | -48.0% |
| 5Y | -28.6% | +152.4% | -181.0% | -41.5% |
| All | +62.3% | +190.6% | -128.3% | +20.4% |
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