+4.0%
FSLY vs PSLV
-19.6%
+23.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.2% |
| 7D | +11.2% | +3.3% | +7.8% | +10.5% |
| 30D | -18.2% | +2.1% | -20.3% | -18.1% |
| 3M | +21.9% | +7.1% | +14.8% | +20.4% |
| 6M | +4.0% | -21.6% | +25.6% | +10.2% |
| All | +4.0% | -19.6% | +23.6% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling