-79.9%
FIG vs PSLV
+68.7%
-148.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | -3.8% | -3.5% | -0.4% | -3.8% |
| 30D | -2.3% | -2.1% | -0.2% | -2.2% |
| 3M | +20.0% | -1.6% | +21.6% | +20.1% |
| 6M | -16.7% | -25.5% | +8.8% | -16.0% |
| YTD | -37.9% | -11.4% | -26.5% | -41.1% |
| 1Y | -58.5% | +48.6% | -107.1% | -67.2% |
| All | -79.9% | +68.7% | -148.6% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling