+231.0%
FFIV vs PSLV
+115.4%
+115.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.5% | +2.7% | -4.2% | -1.9% |
| 30D | -2.7% | +3.5% | -6.1% | -3.1% |
| 3M | -1.7% | +0.3% | -1.9% | -1.9% |
| 6M | +36.1% | -21.0% | +57.1% | +39.2% |
| YTD | +52.6% | -8.9% | +61.6% | +51.0% |
| 1Y | +21.5% | +54.0% | -32.5% | +11.3% |
| 3Y | +142.7% | +175.4% | -32.8% | +103.8% |
| 5Y | +92.6% | +157.7% | -65.1% | +61.7% |
| 10Y | +225.5% | +184.9% | +40.6% | +163.1% |
| All | +231.0% | +115.4% | +115.6% | +136.9% |
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