+74.1%
FDX vs PSLV
+110.4%
-36.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.6% |
| 7D | +5.2% | -6.3% | +11.5% | +5.6% |
| 30D | +11.3% | -12.7% | +24.0% | +12.1% |
| 3M | -4.1% | -24.7% | +20.6% | -2.7% |
| 6M | +9.6% | -44.6% | +54.2% | +12.6% |
| YTD | +40.9% | -33.3% | +74.2% | +40.8% |
| 1Y | +53.0% | -8.6% | +61.6% | +50.0% |
| 3Y | +74.1% | +108.2% | -34.1% | +61.1% |
| All | +74.1% | +110.4% | -36.3% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling