+1,115.5%
FLEX vs PSLV
+190.6%
+924.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.1% |
| 7D | +5.7% | -3.5% | +9.2% | +6.7% |
| 30D | -7.0% | -2.1% | -4.9% | -6.6% |
| 3M | -23.8% | -1.6% | -22.2% | -23.9% |
| 6M | +82.6% | -25.5% | +108.1% | +95.5% |
| YTD | +91.6% | -11.4% | +103.0% | +89.4% |
| 1Y | +100.6% | +48.6% | +52.0% | +70.1% |
| 3Y | +479.8% | +166.9% | +312.9% | +313.0% |
| 5Y | +746.5% | +152.4% | +594.1% | +499.0% |
| All | +1,115.5% | +190.6% | +924.9% | +619.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling