+2,375.3%
FN vs PSLV
+66.4%
+2,308.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -0.9% | -4.1% |
| 7D | -4.1% | +3.9% | -7.9% | -4.7% |
| 30D | -28.3% | -16.3% | -12.0% | -26.0% |
| 3M | -33.9% | -23.0% | -10.9% | -30.7% |
| 6M | -43.9% | -36.5% | -7.4% | -39.6% |
| YTD | -23.4% | -29.6% | +6.2% | -20.4% |
| 1Y | -25.4% | -0.5% | -24.9% | -26.5% |
| 3Y | +107.9% | +120.1% | -12.2% | +83.5% |
| 5Y | +195.1% | +93.3% | +101.8% | +162.0% |
| 10Y | +794.1% | +135.7% | +658.4% | +660.9% |
| All | +2,375.3% | +66.4% | +2,308.9% | +1,725.3% |
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