+163.8%
FE vs PSLV
+117.0%
+46.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +1.9% | -0.6% | +2.6% | +2.0% |
| 30D | -1.2% | +7.3% | -8.4% | -1.6% |
| 3M | +3.5% | -7.4% | +10.9% | +3.8% |
| 6M | -6.1% | -20.3% | +14.2% | -5.1% |
| YTD | +7.6% | -8.2% | +15.9% | +6.6% |
| 1Y | +11.9% | +57.9% | -46.0% | +6.2% |
| 3Y | +48.4% | +162.1% | -113.6% | +34.5% |
| 5Y | +44.8% | +151.2% | -106.4% | +30.9% |
| 10Y | +115.9% | +191.7% | -75.8% | +89.5% |
| All | +163.8% | +117.0% | +46.8% | +125.5% |
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