+2,166.4%
FIX vs PSLV
+161.1%
+2,005.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.6% |
| 7D | +3.5% | +3.3% | +0.2% | +2.7% |
| 30D | -3.5% | +2.1% | -5.6% | -4.0% |
| 3M | -11.8% | +7.1% | -18.9% | -13.4% |
| 6M | +17.8% | -21.6% | +39.4% | +22.6% |
| YTD | +73.3% | -6.7% | +80.0% | +69.3% |
| 1Y | +128.1% | +59.3% | +68.8% | +96.7% |
| 3Y | +772.7% | +182.1% | +590.6% | +555.4% |
| 5Y | +2,166.4% | +162.6% | +2,003.8% | +1,537.7% |
| All | +2,166.4% | +161.1% | +2,005.4% | +1,537.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling