+76.5%
FTV vs PSLV
+190.6%
-114.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -4.0% | -3.5% | -0.5% | -3.5% |
| 30D | -11.0% | -2.1% | -8.9% | -10.8% |
| 3M | -8.4% | -1.6% | -6.8% | -8.4% |
| 6M | -2.6% | -25.5% | +22.9% | +0.5% |
| YTD | -0.6% | -11.4% | +10.8% | -2.3% |
| 1Y | +11.0% | +48.6% | -37.6% | -0.5% |
| 3Y | -6.3% | +166.9% | -173.2% | -24.7% |
| 5Y | -1.5% | +152.4% | -154.0% | -21.5% |
| All | +76.5% | +190.6% | -114.0% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling