+629.5%
FICO vs PSLV
+189.7%
+439.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.6% |
| 7D | -14.1% | -4.9% | -9.3% | -13.6% |
| 30D | -7.5% | -1.9% | -5.6% | -7.2% |
| 3M | -21.3% | +4.2% | -25.5% | -21.8% |
| 6M | -25.2% | -27.6% | +2.3% | -22.6% |
| YTD | -43.2% | -11.7% | -31.5% | -44.3% |
| 1Y | -37.2% | +49.3% | -86.5% | -44.8% |
| 3Y | +6.8% | +167.1% | -160.4% | -18.7% |
| 5Y | +112.8% | +151.7% | -38.9% | +61.3% |
| All | +629.5% | +189.7% | +439.8% | +362.5% |
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