+2,223.4%
FN vs PSLV
+68.4%
+2,155.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.8% | +11.7% |
| 7D | 0.0% | +5.1% | -5.2% | -1.1% |
| 30D | -34.3% | -13.3% | -21.0% | -32.6% |
| 3M | -39.9% | -16.5% | -23.4% | -37.9% |
| 6M | -51.8% | -32.8% | -19.1% | -48.6% |
| YTD | -28.1% | -28.8% | +0.6% | -25.5% |
| 1Y | -29.1% | +5.8% | -34.9% | -30.8% |
| 3Y | +102.4% | +114.8% | -12.4% | +78.9% |
| 5Y | +171.7% | +99.5% | +72.1% | +140.0% |
| 10Y | +773.5% | +138.2% | +635.3% | +641.4% |
| All | +2,223.4% | +68.4% | +2,155.0% | +1,608.6% |
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 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