+3.7%
FICO vs PSLV
+175.1%
-171.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -15.4% | +2.7% | -18.1% | -15.5% |
| 30D | -10.4% | +3.5% | -13.8% | -10.4% |
| 3M | -22.7% | +0.3% | -23.0% | -22.6% |
| 6M | -36.8% | -21.0% | -15.8% | -36.3% |
| YTD | -44.8% | -8.9% | -35.9% | -44.9% |
| 1Y | -39.3% | +54.0% | -93.3% | -41.8% |
| 3Y | +3.7% | +175.4% | -171.7% | -7.4% |
| All | +3.7% | +175.1% | -171.4% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling