+84.2%
JNJ vs PSLV
+154.2%
-70.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.5% | -3.5% | 0.0% | -3.5% |
| 30D | +2.3% | -2.1% | +4.5% | +2.3% |
| 3M | +12.0% | -1.6% | +13.6% | +12.0% |
| 6M | +10.5% | -25.5% | +36.0% | +10.9% |
| YTD | +30.4% | -11.4% | +41.8% | +30.5% |
| 1Y | +52.1% | +48.6% | +3.6% | +51.5% |
| 3Y | +77.8% | +166.9% | -89.1% | +76.5% |
| All | +84.2% | +154.2% | -70.1% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling