+24.2%
FFIV vs PSLV
+57.1%
-32.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.0% | -0.6% | -0.3% | -0.9% |
| 30D | -5.1% | +7.3% | -12.3% | -5.7% |
| 3M | -4.5% | -7.4% | +3.0% | -4.1% |
| 6M | +36.5% | -20.3% | +56.7% | +38.3% |
| YTD | +53.0% | -8.2% | +61.2% | +52.4% |
| 1Y | +24.2% | +57.9% | -33.7% | +22.4% |
| All | +24.2% | +57.1% | -32.9% | +22.4% |
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