+604.2%
FITB vs PSLV
+120.6%
+483.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | -0.4% | +3.3% | -3.7% | -0.6% |
| 30D | -5.1% | +2.1% | -7.3% | -5.3% |
| 3M | +3.5% | +7.1% | -3.6% | +2.9% |
| 6M | +17.2% | -21.6% | +38.8% | +18.7% |
| YTD | +17.6% | -6.7% | +24.4% | +16.2% |
| 1Y | +23.4% | +59.3% | -35.9% | +16.3% |
| 3Y | +129.7% | +182.1% | -52.4% | +105.5% |
| 5Y | +68.4% | +162.6% | -94.2% | +50.3% |
| 10Y | +285.6% | +203.0% | +82.6% | +232.4% |
| All | +604.2% | +120.6% | +483.6% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling