+2.0%
FISV vs PSLV
+190.6%
-188.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.4% |
| 7D | -2.7% | -3.5% | +0.8% | -2.5% |
| 30D | 0.0% | -2.1% | +2.2% | +0.1% |
| 3M | -2.8% | -1.6% | -1.1% | -2.9% |
| 6M | -11.8% | -25.5% | +13.7% | -10.3% |
| YTD | -23.2% | -11.4% | -11.8% | -24.5% |
| 1Y | -62.0% | +48.6% | -110.6% | -65.1% |
| 3Y | -57.6% | +166.9% | -224.5% | -64.8% |
| 5Y | -53.4% | +152.4% | -205.8% | -61.4% |
| All | +2.0% | +190.6% | -188.6% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling