-37.1%
FIS vs PSLV
+57.1%
-94.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -1.0% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | -2.2% | +7.3% | -9.5% | -1.9% |
| 3M | +2.1% | -7.4% | +9.6% | +2.2% |
| 6M | -14.7% | -20.3% | +5.6% | -14.8% |
| YTD | -35.7% | -8.2% | -27.5% | -36.1% |
| 1Y | -37.1% | +57.9% | -95.0% | -36.9% |
| All | -37.1% | +57.1% | -94.2% | -36.9% |
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