+67.7%
FIVE vs PSLV
-10.8%
+78.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +2.7% | -6.3% | +8.9% | +2.9% |
| 30D | +12.7% | -12.7% | +25.3% | +13.1% |
| 3M | +2.1% | -24.7% | +26.8% | +2.9% |
| 6M | +17.5% | -44.6% | +62.1% | +19.3% |
| YTD | +31.0% | -33.3% | +64.2% | +30.9% |
| 1Y | +67.7% | -8.6% | +76.3% | +80.6% |
| All | +67.7% | -10.8% | +78.6% | +80.6% |
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