+177.2%
FDX vs PSLV
+190.6%
-13.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.3% | -3.5% | +0.2% | -2.9% |
| 30D | -4.5% | -2.1% | -2.4% | -4.4% |
| 3M | -7.3% | -1.6% | -5.7% | -7.4% |
| 6M | +7.5% | -25.5% | +33.0% | +10.1% |
| YTD | +35.1% | -11.4% | +46.5% | +32.9% |
| 1Y | +71.4% | +48.6% | +22.8% | +56.4% |
| 3Y | +60.8% | +166.9% | -106.1% | +33.0% |
| 5Y | +65.5% | +152.4% | -86.9% | +36.4% |
| All | +177.2% | +190.6% | -13.4% | +113.6% |
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