-2.3%
FERG vs PSLV
+57.1%
-59.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -10.2% | +7.3% | -17.4% | -10.8% |
| 3M | -0.6% | -7.4% | +6.8% | 0.0% |
| 6M | -6.5% | -20.3% | +13.8% | -5.3% |
| YTD | +4.2% | -8.2% | +12.4% | +4.1% |
| 1Y | -2.3% | +57.9% | -60.2% | -7.2% |
| All | -2.3% | +57.1% | -59.4% | -7.2% |
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