+47.7%
FND vs PSLV
+219.4%
-171.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -5.8% | -3.5% | -2.3% | -5.0% |
| 30D | -20.2% | -2.1% | -18.1% | -19.9% |
| 3M | -12.0% | -1.6% | -10.3% | -12.1% |
| 6M | -18.5% | -25.5% | +7.0% | -13.4% |
| YTD | -22.3% | -11.4% | -10.8% | -24.1% |
| 1Y | -47.6% | +48.6% | -96.2% | -56.7% |
| 3Y | -49.8% | +166.9% | -216.6% | -66.4% |
| 5Y | -63.0% | +152.4% | -215.4% | -75.4% |
| All | +47.7% | +219.4% | -171.7% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling