-38.3%
FICO vs PSLV
+49.9%
-88.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +5.7% | -3.5% | +9.2% | +5.7% |
| 30D | -5.6% | -2.1% | -3.5% | -5.6% |
| 3M | -16.9% | -1.6% | -15.2% | -16.6% |
| 6M | -15.4% | -25.5% | +10.1% | -15.3% |
| YTD | -41.7% | -11.4% | -30.3% | -39.7% |
| 1Y | -38.3% | +48.6% | -86.9% | -16.8% |
| All | -38.3% | +49.9% | -88.1% | -16.8% |
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