-80.9%
FIG vs PSLV
+77.6%
-158.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.3% |
| 7D | -14.5% | +3.3% | -17.8% | -14.5% |
| 30D | -13.3% | +2.1% | -15.4% | -13.3% |
| 3M | +7.4% | +7.1% | +0.3% | +7.4% |
| 6M | -27.8% | -21.6% | -6.2% | -27.3% |
| YTD | -41.1% | -6.7% | -34.4% | -44.2% |
| 1Y | -58.7% | +59.3% | -118.0% | -67.5% |
| All | -80.9% | +77.6% | -158.6% | -84.6% |
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