+294.3%
FDS vs PSLV
+115.4%
+178.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -5.4% | +2.7% | -8.1% | -5.5% |
| 30D | +1.6% | +3.5% | -1.9% | +1.3% |
| 3M | +17.7% | +0.3% | +17.5% | +17.6% |
| 6M | +29.1% | -21.0% | +50.1% | +30.4% |
| YTD | +1.0% | -8.9% | +9.9% | -0.3% |
| 1Y | -21.6% | +54.0% | -75.6% | -26.3% |
| 3Y | -30.1% | +175.4% | -205.6% | -38.0% |
| 5Y | -20.7% | +157.7% | -178.4% | -29.7% |
| 10Y | +78.3% | +184.9% | -106.6% | +53.6% |
| All | +294.3% | +115.4% | +178.9% | +225.7% |
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 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