+162.7%
PSLV vs FGI
-69.8%
+232.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | +2.7% | +5.2% | -2.5% | +2.6% |
| 30D | +3.5% | +65.2% | -61.7% | +2.6% |
| 3M | +0.3% | +30.2% | -29.9% | -0.4% |
| 6M | -21.0% | +87.8% | -108.8% | -22.5% |
| YTD | -8.9% | +32.5% | -41.4% | -10.4% |
| 1Y | +54.0% | +93.6% | -39.6% | +49.6% |
| 3Y | +175.4% | -2.6% | +178.0% | +167.1% |
| All | +162.7% | -69.8% | +232.5% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling