+603.3%
LIN vs PSLV
+117.0%
+486.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -2.4% | +7.3% | -9.7% | -3.3% |
| 3M | -5.6% | -7.4% | +1.8% | -5.1% |
| 6M | -3.4% | -20.3% | +16.9% | -1.6% |
| YTD | +13.1% | -8.2% | +21.4% | +11.5% |
| 1Y | +2.5% | +57.9% | -55.5% | -6.4% |
| 3Y | +27.6% | +162.1% | -134.5% | +7.7% |
| 5Y | +63.0% | +151.2% | -88.1% | +37.1% |
| 10Y | +359.3% | +191.7% | +167.6% | +269.8% |
| All | +603.3% | +117.0% | +486.3% | +428.9% |
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