-49.8%
FND vs PSLV
+165.9%
-215.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -5.8% | -3.5% | -2.3% | -5.2% |
| 30D | -20.2% | -2.1% | -18.1% | -20.0% |
| 3M | -12.0% | -1.6% | -10.3% | -12.0% |
| 6M | -18.5% | -25.5% | +7.0% | -15.3% |
| YTD | -22.3% | -11.4% | -10.8% | -23.4% |
| 1Y | -47.6% | +48.6% | -96.2% | -53.5% |
| 3Y | -49.8% | +166.9% | -216.6% | -62.5% |
| All | -49.8% | +165.9% | -215.6% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling