-25.6%
FIS vs PSLV
+165.1%
-190.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +1.1% |
| 7D | -8.9% | -4.9% | -4.0% | -8.9% |
| 30D | -9.9% | -1.9% | -8.0% | -9.9% |
| 3M | 0.0% | +4.2% | -4.2% | 0.0% |
| 6M | -22.9% | -27.6% | +4.7% | -22.6% |
| YTD | -40.9% | -11.7% | -29.2% | -41.8% |
| 1Y | -40.4% | +49.3% | -89.8% | -43.8% |
| All | -25.6% | +165.1% | -190.7% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling