-65.4%
FIS vs PSLV
+154.2%
-219.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -9.0% | -3.5% | -5.5% | -8.9% |
| 30D | -9.0% | -2.1% | -6.9% | -9.0% |
| 3M | -0.5% | -1.6% | +1.1% | -0.5% |
| 6M | -23.1% | -25.5% | +2.4% | -22.2% |
| YTD | -41.5% | -11.4% | -30.0% | -42.6% |
| 1Y | -42.2% | +48.6% | -90.8% | -46.9% |
| 3Y | -26.3% | +166.9% | -193.2% | -38.4% |
| All | -65.4% | +154.2% | -219.7% | -72.3% |
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