+11,676.0%
FIX vs PSLV
+67.3%
+11,608.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.9% |
| 7D | +6.4% | -1.5% | +7.9% | +6.8% |
| 30D | -29.1% | -15.2% | -13.8% | -26.9% |
| 3M | -31.1% | -21.4% | -9.7% | -28.0% |
| 6M | -42.8% | -39.9% | -2.9% | -37.5% |
| YTD | +24.6% | -29.3% | +53.9% | +29.7% |
| 1Y | +21.9% | -1.6% | +23.5% | +19.5% |
| 3Y | +524.9% | +121.3% | +403.6% | +428.4% |
| 5Y | +1,092.2% | +89.9% | +1,002.3% | +921.4% |
| 10Y | +3,759.0% | +152.0% | +3,607.1% | +2,970.1% |
| All | +11,676.0% | +67.3% | +11,608.7% | +9,134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling