-71.6%
FLNC vs PSLV
+147.6%
-219.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -4.1% | -3.5% | -0.6% | -2.3% |
| 30D | -24.8% | -2.1% | -22.6% | -24.2% |
| 3M | -59.1% | -1.6% | -57.5% | -58.9% |
| 6M | -42.0% | -25.5% | -16.5% | -32.4% |
| YTD | -49.8% | -11.4% | -38.4% | -50.4% |
| 1Y | +43.1% | +48.6% | -5.5% | +2.4% |
| 3Y | -61.0% | +166.9% | -227.8% | -80.9% |
| All | -71.6% | +147.6% | -219.3% | -86.9% |
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 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