+33.8%
FFIV vs PSLV
+79.9%
-46.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.3% |
| 7D | -0.5% | -6.3% | +5.7% | +0.5% |
| 30D | -32.4% | -12.7% | -19.7% | -31.0% |
| 3M | -25.7% | -24.7% | -0.9% | -22.4% |
| 6M | -13.5% | -44.6% | +31.1% | -6.0% |
| YTD | +21.1% | -33.3% | +54.4% | +24.0% |
| 1Y | +29.4% | -8.6% | +38.0% | +24.1% |
| 3Y | +94.9% | +108.2% | -13.3% | +52.4% |
| All | +33.8% | +79.9% | -46.1% | +5.4% |
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 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