+11.3%
FE vs PSLV
+50.0%
-38.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.1% |
| 7D | -1.7% | -4.9% | +3.2% | -1.7% |
| 30D | -1.3% | -1.9% | +0.6% | -1.3% |
| 3M | +0.6% | +4.2% | -3.6% | +0.6% |
| 6M | -6.8% | -27.6% | +20.7% | -6.7% |
| YTD | +6.4% | -11.7% | +18.1% | +5.8% |
| 1Y | +11.3% | +49.3% | -38.1% | +5.9% |
| All | +11.3% | +50.0% | -38.7% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling