+25.8%
LIN vs PSLV
+175.1%
-149.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -3.5% | +2.7% | -6.1% | -3.6% |
| 30D | -4.1% | +3.5% | -7.6% | -4.3% |
| 3M | -6.4% | +0.3% | -6.7% | -6.5% |
| 6M | -2.4% | -21.0% | +18.6% | -1.6% |
| YTD | +10.9% | -8.9% | +19.9% | +9.9% |
| 1Y | 0.0% | +54.0% | -53.9% | -4.8% |
| 3Y | +25.8% | +175.4% | -149.6% | +15.4% |
| All | +25.8% | +175.1% | -149.3% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling