+2,015.6%
FLEX vs PSLV
+115.4%
+1,900.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +7.0% | +2.7% | +4.3% | +6.4% |
| 30D | -5.8% | +3.5% | -9.3% | -6.5% |
| 3M | -24.2% | +0.3% | -24.5% | -24.5% |
| 6M | +90.8% | -21.0% | +111.8% | +97.9% |
| YTD | +89.2% | -8.9% | +98.1% | +88.3% |
| 1Y | +104.7% | +54.0% | +50.7% | +85.9% |
| 3Y | +478.1% | +175.4% | +302.6% | +376.8% |
| 5Y | +726.2% | +157.7% | +568.5% | +580.9% |
| 10Y | +1,060.6% | +184.9% | +875.7% | +818.4% |
| All | +2,015.6% | +115.4% | +1,900.2% | +1,556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling