-10.4%
LEN vs PSLV
+154.2%
-164.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -4.8% | -3.5% | -1.3% | -4.4% |
| 30D | -6.6% | -2.1% | -4.4% | -6.4% |
| 3M | -15.7% | -1.6% | -14.0% | -15.7% |
| 6M | -16.6% | -25.5% | +8.9% | -14.5% |
| YTD | -21.3% | -11.4% | -9.9% | -22.3% |
| 1Y | -42.0% | +48.6% | -90.6% | -47.4% |
| 3Y | -27.9% | +166.9% | -194.8% | -42.3% |
| All | -10.4% | +154.2% | -164.7% | -33.3% |
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 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