+25.0%
FLEX vs PSLV
+7.9%
+17.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.0% | -18.3% | -14.1% |
| 7D | -17.0% | -2.6% | -14.3% | -16.4% |
| 30D | -33.8% | -14.2% | -19.7% | -30.6% |
| 3M | -39.0% | -12.2% | -26.8% | -36.6% |
| 6M | -15.9% | -28.1% | +12.2% | -8.0% |
| YTD | +27.8% | -28.2% | +56.0% | +35.8% |
| 1Y | +25.0% | +9.1% | +15.8% | +11.1% |
| All | +25.0% | +7.9% | +17.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling