+412.1%
LIN vs PSLV
+134.7%
+277.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.8% |
| 7D | +2.0% | +3.9% | -1.9% | +1.5% |
| 30D | +7.9% | -16.3% | +24.2% | +10.2% |
| 3M | +6.3% | -23.0% | +29.3% | +9.5% |
| 6M | +6.5% | -36.5% | +43.0% | +12.1% |
| YTD | +23.6% | -29.6% | +53.2% | +24.4% |
| 1Y | +25.7% | -0.5% | +26.3% | +18.6% |
| 3Y | +35.6% | +120.1% | -84.5% | +7.1% |
| 5Y | +65.9% | +93.3% | -27.4% | +32.3% |
| 10Y | +412.1% | +135.7% | +276.4% | +261.7% |
| All | +412.1% | +134.7% | +277.4% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling