+12.3%
FN vs PSLV
+58.4%
-46.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.1% |
| 7D | +5.8% | +3.3% | +2.5% | +4.9% |
| 30D | -20.6% | +2.1% | -22.8% | -21.0% |
| 3M | -28.6% | +7.1% | -35.8% | -29.9% |
| 6M | -20.7% | -21.6% | +0.9% | -18.5% |
| YTD | -8.1% | -6.7% | -1.4% | -12.4% |
| All | +12.3% | +58.4% | -46.1% | -10.4% |
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