+11,345.8%
FIX vs PSLV
+61.5%
+11,284.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.1% |
| 7D | +17.0% | -4.3% | +21.3% | +18.0% |
| 30D | -30.6% | -16.6% | -14.0% | -28.2% |
| 3M | -35.0% | -24.6% | -10.5% | -31.6% |
| 6M | -44.0% | -42.5% | -1.4% | -38.2% |
| YTD | +21.1% | -31.7% | +52.9% | +26.9% |
| 1Y | +16.3% | -8.7% | +24.9% | +15.4% |
| 3Y | +507.4% | +113.6% | +393.8% | +417.1% |
| 5Y | +1,052.1% | +83.3% | +968.7% | +893.7% |
| 10Y | +3,650.8% | +143.2% | +3,507.6% | +2,904.4% |
| All | +11,345.8% | +61.5% | +11,284.3% | +8,936.3% |
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