+539.5%
FICO vs PSLV
+138.3%
+401.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | +4.0% | -1.5% | +5.4% | +4.1% |
| 30D | -1.5% | -15.2% | +13.7% | +0.4% |
| 3M | -29.8% | -21.4% | -8.4% | -27.7% |
| 6M | -33.3% | -39.9% | +6.7% | -29.2% |
| YTD | -56.9% | -29.3% | -27.6% | -56.6% |
| 1Y | -59.5% | -1.6% | -57.9% | -61.9% |
| 3Y | -26.9% | +121.3% | -148.2% | -43.5% |
| 5Y | +92.9% | +89.9% | +3.0% | +51.8% |
| 10Y | +539.5% | +152.0% | +387.5% | +311.1% |
| All | +539.5% | +138.3% | +401.2% | +311.1% |
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