+65.3%
FIVE vs PSLV
+50.0%
+15.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -2.1% |
| 7D | +0.6% | -4.9% | +5.4% | +0.8% |
| 30D | +3.0% | -1.9% | +4.9% | +3.1% |
| 3M | +23.2% | +4.2% | +19.0% | +22.8% |
| 6M | +9.2% | -27.6% | +36.7% | +10.1% |
| YTD | +28.1% | -11.7% | +39.8% | +23.3% |
| 1Y | +65.3% | +49.3% | +15.9% | +42.6% |
| All | +65.3% | +50.0% | +15.3% | +42.6% |
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