+2,926.9%
FICO vs PSLV
+57.8%
+2,869.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +2.2% | -6.3% | +8.5% | +3.0% |
| 30D | +0.1% | -12.7% | +12.8% | +1.6% |
| 3M | -35.2% | -24.7% | -10.4% | -33.1% |
| 6M | -32.4% | -44.6% | +12.2% | -27.9% |
| YTD | -57.4% | -33.3% | -24.1% | -56.6% |
| 1Y | -58.5% | -8.6% | -50.0% | -59.8% |
| 3Y | -28.9% | +108.2% | -137.0% | -40.1% |
| 5Y | +91.7% | +79.1% | +12.6% | +63.6% |
| 10Y | +531.9% | +137.7% | +394.2% | +403.5% |
| All | +2,926.9% | +57.8% | +2,869.1% | +2,220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling