+164.3%
FSLY vs PSLV
+7.9%
+156.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | +0.4% |
| 7D | -22.2% | -2.6% | -19.5% | -22.4% |
| 30D | -19.1% | -14.2% | -5.0% | -20.5% |
| 3M | -15.7% | -12.2% | -3.4% | -16.5% |
| 6M | -23.5% | -28.1% | +4.6% | -26.8% |
| YTD | +106.6% | -28.2% | +134.8% | +104.7% |
| 1Y | +164.3% | +9.1% | +155.1% | +183.8% |
| All | +164.3% | +7.9% | +156.4% | +183.8% |
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 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