+174.4%
FN vs PSLV
+175.1%
-0.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +3.5% | +2.7% | +0.9% | +2.8% |
| 30D | -26.0% | +3.5% | -29.4% | -26.6% |
| 3M | -33.3% | +0.3% | -33.5% | -33.5% |
| 6M | -14.9% | -21.0% | +6.1% | -11.0% |
| YTD | -8.6% | -8.9% | +0.4% | -12.4% |
| 1Y | +12.3% | +54.0% | -41.7% | -10.3% |
| 3Y | +174.4% | +175.4% | -1.1% | +90.6% |
| All | +174.4% | +175.1% | -0.7% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling