+102.9%
PSLV vs FGI
-70.0%
+173.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | +3.9% | -4.1% | +8.0% | +3.9% |
| 30D | -16.3% | -3.4% | -13.0% | -16.3% |
| 3M | -23.0% | +61.8% | -84.7% | -23.6% |
| 6M | -36.5% | +17.0% | -53.5% | -36.9% |
| YTD | -29.6% | +31.4% | -61.0% | -30.8% |
| 1Y | -0.5% | +42.7% | -43.2% | -2.4% |
| 3Y | +120.1% | -0.1% | +120.2% | +113.3% |
| All | +102.9% | -70.0% | +173.0% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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