+297.4%
FN vs PSLV
+161.1%
+136.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.0% |
| 6M | -20.7% | -21.6% | +0.9% | -17.0% |
| YTD | -8.1% | -6.7% | -1.4% | -11.4% |
| 1Y | +13.3% | +59.3% | -46.0% | -6.7% |
| 3Y | +175.7% | +182.1% | -6.4% | +96.2% |
| 5Y | +297.4% | +162.6% | +134.8% | +171.7% |
| All | +297.4% | +161.1% | +136.3% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling