+50.4%
FE vs PSLV
+148.4%
-98.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.4% |
| 7D | -1.7% | -4.9% | +3.2% | -1.4% |
| 30D | -1.3% | -1.9% | +0.6% | -1.2% |
| 3M | +0.6% | +4.2% | -3.6% | +0.2% |
| 6M | -6.8% | -27.6% | +20.7% | -5.1% |
| YTD | +6.4% | -11.7% | +18.1% | +4.4% |
| 1Y | +11.3% | +49.3% | -38.1% | +1.2% |
| 3Y | +47.1% | +167.1% | -120.1% | +18.5% |
| 5Y | +50.4% | +151.7% | -101.3% | +18.8% |
| All | +50.4% | +148.4% | -98.0% | +18.8% |
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