+614.8%
FLEX vs PSLV
+142.8%
+472.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.4% |
| 7D | +7.5% | -6.3% | +13.7% | +9.6% |
| 30D | -25.3% | -12.7% | -12.6% | -22.3% |
| 3M | -39.7% | -24.7% | -14.9% | -34.5% |
| 6M | -47.9% | -44.6% | -3.3% | -38.8% |
| YTD | +24.1% | -33.3% | +57.4% | +33.2% |
| 1Y | +26.0% | -8.6% | +34.5% | +22.9% |
| 3Y | +282.7% | +108.2% | +174.5% | +191.9% |
| 5Y | +424.2% | +79.1% | +345.1% | +308.1% |
| All | +614.8% | +142.8% | +472.0% | +341.9% |
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