+369.0%
LIN vs PSLV
+194.1%
+174.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | -4.0% | +3.3% | -7.3% | -4.4% |
| 30D | -4.9% | +2.1% | -7.1% | -5.3% |
| 3M | -9.2% | +7.1% | -16.3% | -10.3% |
| 6M | -2.6% | -21.6% | +19.0% | -0.1% |
| YTD | +10.5% | -6.7% | +17.2% | +7.7% |
| 1Y | -0.1% | +59.3% | -59.4% | -12.3% |
| 3Y | +25.4% | +182.1% | -156.7% | -3.4% |
| 5Y | +59.7% | +162.6% | -102.9% | +22.7% |
| 10Y | +369.0% | +203.0% | +165.9% | +217.5% |
| All | +369.0% | +194.1% | +174.8% | +217.5% |
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