+46.2%
FND vs PSLV
+218.4%
-172.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.2% |
| 7D | -5.1% | -4.9% | -0.2% | -4.0% |
| 30D | -22.5% | -1.9% | -20.7% | -22.3% |
| 3M | -5.0% | +4.2% | -9.2% | -6.5% |
| 6M | -21.5% | -27.6% | +6.1% | -16.0% |
| YTD | -23.0% | -11.7% | -11.4% | -24.8% |
| 1Y | -44.9% | +49.3% | -94.2% | -54.5% |
| 3Y | -50.0% | +167.1% | -217.1% | -66.6% |
| 5Y | -63.3% | +151.7% | -215.0% | -75.6% |
| All | +46.2% | +218.4% | -172.2% | -29.8% |
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