-28.3%
BIIB vs PSLV
+190.6%
-218.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.7% | -3.5% | +1.8% | -1.3% |
| 30D | +4.0% | -2.1% | +6.1% | +4.1% |
| 3M | +8.6% | -1.6% | +10.2% | +8.5% |
| 6M | +14.0% | -25.5% | +39.5% | +17.3% |
| YTD | +23.4% | -11.4% | +34.8% | +20.6% |
| 1Y | +45.9% | +48.6% | -2.7% | +29.2% |
| 3Y | -16.1% | +166.9% | -183.0% | -34.4% |
| 5Y | -27.6% | +152.4% | -180.0% | -43.8% |
| All | -28.3% | +190.6% | -218.8% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling