-1.0%
FTV vs PSLV
+154.2%
-155.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -4.0% | -3.5% | -0.5% | -3.6% |
| 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% | +0.2% |
| YTD | -0.6% | -11.4% | +10.8% | -2.8% |
| 1Y | +11.0% | +48.6% | -37.6% | -1.9% |
| 3Y | -6.3% | +166.9% | -173.2% | -26.9% |
| All | -1.0% | +154.2% | -155.2% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling