+689.7%
FLEX vs PSLV
+148.4%
+541.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -2.8% |
| 7D | +0.1% | -4.9% | +5.0% | +1.4% |
| 30D | -11.8% | -1.9% | -9.9% | -11.4% |
| 3M | -22.6% | +4.2% | -26.8% | -23.7% |
| 6M | +77.3% | -27.6% | +104.9% | +89.0% |
| YTD | +78.8% | -11.7% | +90.4% | +76.7% |
| 1Y | +86.1% | +49.3% | +36.7% | +59.3% |
| 3Y | +446.2% | +167.1% | +279.1% | +303.6% |
| 5Y | +689.7% | +151.7% | +538.0% | +459.3% |
| All | +689.7% | +148.4% | +541.3% | +459.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling