+12.5%
FN vs PSLV
+57.1%
-44.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | -1.7% | -0.6% | -1.0% | -1.6% |
| 30D | -22.0% | +7.3% | -29.3% | -23.2% |
| 3M | -43.0% | -7.4% | -35.6% | -42.2% |
| 6M | -27.7% | -20.3% | -7.5% | -25.7% |
| YTD | -10.5% | -8.2% | -2.3% | -14.3% |
| 1Y | +12.5% | +57.9% | -45.4% | -9.8% |
| All | +12.5% | +57.1% | -44.6% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling