+6,182.4%
FIX vs PSLV
+189.7%
+5,992.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.3% |
| 7D | +0.7% | -4.9% | +5.5% | +1.8% |
| 30D | -5.7% | -1.9% | -3.8% | -5.4% |
| 3M | -7.4% | +4.2% | -11.6% | -8.5% |
| 6M | +15.1% | -27.6% | +42.7% | +22.1% |
| YTD | +70.7% | -11.7% | +82.4% | +69.4% |
| 1Y | +111.9% | +49.3% | +62.6% | +86.4% |
| 3Y | +759.5% | +167.1% | +592.4% | +558.5% |
| 5Y | +2,164.4% | +151.7% | +2,012.7% | +1,625.5% |
| All | +6,182.4% | +189.7% | +5,992.6% | +3,862.7% |
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