+1,672.7%
INSM vs PSLV
+109.5%
+1,563.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.5% | -3.5% | +5.9% | +3.1% |
| 30D | -2.2% | -2.1% | 0.0% | -1.9% |
| 3M | +33.8% | -1.6% | +35.4% | +33.7% |
| 6M | -7.2% | -25.5% | +18.3% | -3.2% |
| YTD | -25.6% | -11.4% | -14.2% | -26.6% |
| 1Y | -11.2% | +48.6% | -59.8% | -21.0% |
| 3Y | +388.3% | +166.9% | +221.5% | +292.9% |
| 5Y | +376.6% | +152.4% | +224.2% | +283.0% |
| 10Y | +881.9% | +187.8% | +694.1% | +658.3% |
| All | +1,672.7% | +109.5% | +1,563.2% | +1,283.1% |
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