+243.5%
BIIB vs PSLV
+108.9%
+134.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +2.7% |
| 7D | -4.0% | -4.9% | +0.8% | -3.6% |
| 30D | +5.7% | -1.9% | +7.5% | +5.8% |
| 3M | +10.9% | +4.2% | +6.7% | +10.2% |
| 6M | +14.3% | -27.6% | +41.9% | +17.2% |
| YTD | +22.4% | -11.7% | +34.1% | +21.0% |
| 1Y | +51.1% | +49.3% | +1.7% | +40.0% |
| 3Y | -16.8% | +167.1% | -184.0% | -28.5% |
| 5Y | -28.1% | +151.7% | -179.8% | -38.4% |
| 10Y | -27.2% | +187.0% | -214.2% | -39.1% |
| All | +243.5% | +108.9% | +134.6% | +199.4% |
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