+51.4%
FE vs PSLV
+110.4%
-59.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.1% |
| 7D | +1.2% | -6.3% | +7.5% | +1.4% |
| 30D | +4.5% | -12.7% | +17.2% | +4.8% |
| 3M | +1.3% | -24.7% | +26.1% | +2.0% |
| 6M | +8.7% | -44.6% | +53.2% | +10.3% |
| YTD | +9.2% | -33.3% | +42.5% | +8.6% |
| 1Y | +7.0% | -8.6% | +15.5% | +3.8% |
| 3Y | +51.4% | +108.2% | -56.8% | +25.0% |
| All | +51.4% | +110.4% | -59.0% | +25.0% |
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