+2,793.5%
FN vs PSLV
+117.0%
+2,676.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | -1.7% | -0.6% | -1.0% | -1.6% |
| 30D | -22.0% | +7.3% | -29.3% | -22.9% |
| 3M | -43.0% | -7.4% | -35.6% | -42.3% |
| 6M | -27.7% | -20.3% | -7.5% | -25.5% |
| YTD | -10.5% | -8.2% | -2.3% | -11.2% |
| 1Y | +12.5% | +57.9% | -45.4% | +2.7% |
| 3Y | +153.8% | +162.1% | -8.3% | +115.9% |
| 5Y | +288.0% | +151.2% | +136.8% | +228.7% |
| 10Y | +906.4% | +191.7% | +714.8% | +720.8% |
| All | +2,793.5% | +117.0% | +2,676.5% | +1,936.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling