+301.5%
FWONK vs PSLV
+147.3%
+154.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.1% | -3.5% | +3.6% | +0.5% |
| 30D | -7.7% | -2.1% | -5.6% | -7.6% |
| 3M | +5.7% | -1.6% | +7.4% | +5.7% |
| 6M | +13.5% | -25.5% | +39.0% | +16.7% |
| YTD | -3.0% | -11.4% | +8.5% | -4.0% |
| 1Y | -6.4% | +48.6% | -55.0% | -14.4% |
| 3Y | +43.8% | +166.9% | -123.0% | +19.3% |
| 5Y | +98.6% | +152.4% | -53.8% | +64.1% |
| 10Y | +340.0% | +187.8% | +152.2% | +234.5% |
| All | +301.5% | +147.3% | +154.2% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling