+790.7%
FIX vs PSLV
+175.1%
+615.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +6.1% | +2.7% | +3.4% | +5.3% |
| 30D | -2.7% | +3.5% | -6.1% | -3.5% |
| 3M | -10.9% | +0.3% | -11.2% | -11.3% |
| 6M | +29.0% | -21.0% | +50.0% | +34.4% |
| YTD | +76.9% | -8.9% | +85.8% | +72.1% |
| 1Y | +130.7% | +54.0% | +76.8% | +94.2% |
| 3Y | +790.7% | +175.4% | +615.2% | +510.8% |
| All | +790.7% | +175.1% | +615.6% | +510.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling