+64.4%
LIN vs PSLV
+103.1%
-38.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.8% |
| 7D | +0.1% | +6.3% | -6.2% | -0.4% |
| 30D | +7.6% | -13.0% | +20.6% | +8.7% |
| 3M | +6.5% | -16.9% | +23.5% | +7.9% |
| 6M | +6.2% | -34.0% | +40.2% | +9.4% |
| YTD | +23.2% | -26.8% | +50.1% | +22.9% |
| 1Y | +25.4% | +7.7% | +17.8% | +18.5% |
| 3Y | +38.3% | +125.3% | -87.0% | +13.7% |
| 5Y | +64.4% | +103.8% | -39.3% | +26.0% |
| All | +64.4% | +103.1% | -38.6% | +26.0% |
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