+562.0%
JNJ vs PSLV
+108.9%
+453.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.1% |
| 7D | -4.3% | -4.9% | +0.5% | -4.2% |
| 30D | +3.0% | -1.9% | +4.9% | +3.1% |
| 3M | +12.2% | +4.2% | +8.0% | +11.9% |
| 6M | +10.5% | -27.6% | +38.1% | +11.6% |
| YTD | +30.8% | -11.7% | +42.4% | +30.4% |
| 1Y | +54.9% | +49.3% | +5.6% | +50.8% |
| 3Y | +80.7% | +167.1% | -86.5% | +70.6% |
| 5Y | +83.4% | +151.7% | -68.3% | +73.1% |
| 10Y | +195.7% | +187.0% | +8.7% | +173.9% |
| All | +562.0% | +108.9% | +453.1% | +508.4% |
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