+166.9%
PSLV vs IFF
+29.0%
+137.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.5% | -3.2% | -0.3% | -2.6% |
| 30D | -2.1% | -0.3% | -1.9% | -2.1% |
| 3M | -1.6% | +8.4% | -10.1% | -4.1% |
| 6M | -25.5% | +23.0% | -48.5% | -29.9% |
| YTD | -11.4% | +25.5% | -36.9% | -17.3% |
| 1Y | +48.6% | +29.1% | +19.5% | +37.7% |
| 3Y | +166.9% | +31.7% | +135.2% | +150.1% |
| All | +166.9% | +29.0% | +137.9% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling