+458.2%
FDX vs PSLV
+57.8%
+400.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.7% |
| 7D | +5.2% | -6.3% | +11.5% | +5.7% |
| 30D | +11.3% | -12.7% | +24.0% | +12.4% |
| 3M | -4.1% | -24.7% | +20.6% | -2.2% |
| 6M | +9.6% | -44.6% | +54.2% | +14.1% |
| YTD | +40.9% | -33.3% | +74.2% | +42.7% |
| 1Y | +53.0% | -8.6% | +61.6% | +50.8% |
| 3Y | +74.1% | +108.2% | -34.1% | +59.1% |
| 5Y | +75.1% | +79.1% | -4.0% | +61.0% |
| 10Y | +156.9% | +137.7% | +19.3% | +128.2% |
| All | +458.2% | +57.8% | +400.4% | +367.5% |
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