-18.5%
FN vs PSLV
-10.8%
-7.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -6.7% |
| 7D | +0.3% | -6.3% | +6.6% | +2.3% |
| 30D | -16.5% | -12.7% | -3.9% | -13.1% |
| 3M | -42.1% | -24.7% | -17.4% | -37.3% |
| 6M | -52.9% | -44.6% | -8.3% | -46.3% |
| YTD | -28.0% | -33.3% | +5.3% | -24.2% |
| 1Y | -18.5% | -8.6% | -9.9% | -25.2% |
| All | -18.5% | -10.8% | -7.7% | -25.2% |
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