-56.4%
FICO vs PSLV
+7.9%
-64.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.0% | -9.2% | -3.3% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | +1.7% | -14.2% | +15.8% | +1.9% |
| 3M | -33.0% | -12.2% | -20.8% | -32.7% |
| 6M | -33.9% | -28.1% | -5.8% | -33.5% |
| YTD | -58.5% | -28.2% | -30.3% | -57.1% |
| 1Y | -56.4% | +9.1% | -65.5% | -52.0% |
| All | -56.4% | +7.9% | -64.2% | -52.0% |
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 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