+246.7%
FFIV vs PSLV
+190.6%
+56.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.3% |
| 7D | +5.4% | -3.5% | +8.9% | +6.0% |
| 30D | -2.7% | -2.1% | -0.5% | -2.4% |
| 3M | +4.5% | -1.6% | +6.2% | +4.5% |
| 6M | +42.2% | -25.5% | +67.7% | +47.3% |
| YTD | +61.3% | -11.4% | +72.7% | +59.3% |
| 1Y | +23.0% | +48.6% | -25.5% | +10.1% |
| 3Y | +156.3% | +166.9% | -10.6% | +104.2% |
| 5Y | +102.9% | +152.4% | -49.6% | +60.8% |
| All | +246.7% | +190.6% | +56.1% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling