+464.3%
FLEX vs PSLV
+179.9%
+284.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.1% |
| 7D | +6.4% | +3.3% | +3.0% | +5.4% |
| 30D | -5.9% | +2.1% | -8.0% | -6.5% |
| 3M | -23.5% | +7.1% | -30.6% | -25.2% |
| 6M | +83.7% | -21.6% | +105.3% | +91.5% |
| YTD | +86.5% | -6.7% | +93.2% | +81.0% |
| 1Y | +100.5% | +59.3% | +41.2% | +66.4% |
| All | +464.3% | +179.9% | +284.3% | +317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling