-22.6%
FPS vs PSLV
-30.0%
+7.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.0% | -23.3% | -20.4% |
| 7D | -23.3% | -2.6% | -20.7% | -22.5% |
| 30D | -42.4% | -14.2% | -28.3% | -37.0% |
| 3M | -43.0% | -12.2% | -30.8% | -38.5% |
| 6M | -44.5% | -28.1% | -16.4% | -34.5% |
| All | -22.6% | -30.0% | +7.3% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling