-27.7%
FDS vs PSLV
+148.4%
-176.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.3% | -0.5% | -5.6% |
| 7D | -16.0% | -4.9% | -11.1% | -15.8% |
| 30D | -6.7% | -1.9% | -4.8% | -6.7% |
| 3M | +6.0% | +4.2% | +1.8% | +5.9% |
| 6M | +25.1% | -27.6% | +52.7% | +26.7% |
| YTD | -8.1% | -11.7% | +3.5% | -10.0% |
| 1Y | -26.0% | +49.3% | -75.3% | -31.9% |
| 3Y | -36.4% | +167.1% | -203.5% | -46.6% |
| 5Y | -27.7% | +151.7% | -179.4% | -41.4% |
| All | -27.7% | +148.4% | -176.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling