+16,224.8%
FIX vs PSLV
+117.0%
+16,107.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +6.0% | -0.6% | +6.7% | +6.1% |
| 30D | -7.2% | +7.3% | -14.5% | -8.5% |
| 3M | -15.9% | -7.4% | -8.4% | -14.9% |
| 6M | +12.7% | -20.3% | +33.0% | +16.8% |
| YTD | +72.8% | -8.2% | +81.0% | +71.4% |
| 1Y | +122.9% | +57.9% | +65.0% | +100.3% |
| 3Y | +774.3% | +162.1% | +612.2% | +614.6% |
| 5Y | +2,049.5% | +151.2% | +1,898.3% | +1,648.9% |
| 10Y | +5,821.5% | +191.7% | +5,629.8% | +4,450.1% |
| All | +16,224.8% | +117.0% | +16,107.8% | +12,100.3% |
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