+65.4%
FDX vs PSLV
+148.4%
-83.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.1% |
| 7D | -3.9% | -4.9% | +1.0% | -3.6% |
| 30D | -3.3% | -1.9% | -1.4% | -3.3% |
| 3M | -2.0% | +4.2% | -6.2% | -2.3% |
| 6M | +8.0% | -27.6% | +35.6% | +9.2% |
| YTD | +35.0% | -11.7% | +46.7% | +33.5% |
| 1Y | +73.7% | +49.3% | +24.4% | +65.7% |
| 3Y | +61.6% | +167.1% | -105.5% | +48.0% |
| 5Y | +65.4% | +151.7% | -86.3% | +45.8% |
| All | +65.4% | +148.4% | -83.0% | +45.8% |
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