+16.8%
FLR vs PSLV
+190.6%
-173.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.5% | -3.5% | 0.0% | -2.6% |
| 30D | +4.2% | -2.1% | +6.3% | +4.6% |
| 3M | +8.1% | -1.6% | +9.7% | +7.9% |
| 6M | +21.5% | -25.5% | +47.0% | +29.6% |
| YTD | +36.8% | -11.4% | +48.2% | +33.0% |
| 1Y | +31.2% | +48.6% | -17.4% | +6.8% |
| 3Y | +53.9% | +166.9% | -113.0% | +1.9% |
| 5Y | +243.0% | +152.4% | +90.6% | +126.7% |
| All | +16.8% | +190.6% | -173.8% | -26.3% |
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 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