-38.6%
FICO vs PSLV
+57.1%
-95.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.7% |
| 7D | -19.2% | -0.6% | -18.5% | -19.2% |
| 30D | -14.6% | +7.3% | -21.9% | -14.5% |
| 3M | -20.1% | -7.4% | -12.7% | -19.9% |
| 6M | -36.3% | -20.3% | -16.0% | -36.2% |
| YTD | -44.9% | -8.2% | -36.6% | -42.9% |
| 1Y | -38.6% | +57.9% | -96.6% | -17.4% |
| All | -38.6% | +57.1% | -95.8% | -17.4% |
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