-51.1%
FIS vs PSLV
+7.9%
-59.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.0% | -29.7% | -23.2% |
| 7D | -18.4% | -2.6% | -15.8% | -18.2% |
| 30D | -11.4% | -14.2% | +2.8% | -11.6% |
| 3M | -32.0% | -12.2% | -19.7% | -32.1% |
| 6M | -35.6% | -28.1% | -7.5% | -36.0% |
| YTD | -53.8% | -28.2% | -25.6% | -54.9% |
| 1Y | -51.1% | +9.1% | -60.2% | -55.9% |
| All | -51.1% | +7.9% | -59.0% | -55.9% |
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