+675.4%
LIN vs PSLV
+67.3%
+608.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.3% | -1.5% | +1.8% | +0.5% |
| 30D | +8.0% | -15.2% | +23.3% | +9.9% |
| 3M | +7.7% | -21.4% | +29.1% | +10.2% |
| 6M | +5.1% | -39.9% | +45.0% | +10.5% |
| YTD | +24.7% | -29.3% | +54.0% | +26.2% |
| 1Y | +25.1% | -1.6% | +26.7% | +20.9% |
| 3Y | +36.8% | +121.3% | -84.5% | +17.2% |
| 5Y | +67.9% | +89.9% | -22.0% | +45.3% |
| 10Y | +427.2% | +152.0% | +275.2% | +331.8% |
| All | +675.4% | +67.3% | +608.1% | +498.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling