+666.2%
LIN vs PSLV
+73.0%
+593.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.7% |
| 7D | +0.1% | +6.3% | -6.2% | -0.6% |
| 30D | +7.6% | -13.0% | +20.6% | +9.1% |
| 3M | +6.5% | -16.9% | +23.5% | +8.4% |
| 6M | +6.2% | -34.0% | +40.2% | +10.5% |
| YTD | +23.2% | -26.8% | +50.1% | +24.2% |
| 1Y | +25.4% | +7.7% | +17.8% | +19.9% |
| 3Y | +38.3% | +125.3% | -87.0% | +18.3% |
| 5Y | +64.4% | +103.8% | -39.3% | +41.2% |
| 10Y | +417.3% | +145.0% | +272.3% | +324.4% |
| All | +666.2% | +73.0% | +593.2% | +489.5% |
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 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