+1,549.9%
LLY vs PSLV
+190.6%
+1,359.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -2.9% | -3.5% | +0.5% | -2.6% |
| 30D | -8.4% | -2.1% | -6.3% | -8.3% |
| 3M | -3.8% | -1.6% | -2.1% | -3.8% |
| 6M | +11.9% | -25.5% | +37.4% | +14.3% |
| YTD | +4.3% | -11.4% | +15.7% | +3.8% |
| 1Y | +48.5% | +48.6% | -0.1% | +40.4% |
| 3Y | +91.2% | +166.9% | -75.6% | +71.3% |
| 5Y | +387.5% | +152.4% | +235.1% | +335.7% |
| All | +1,549.9% | +190.6% | +1,359.3% | +1,308.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling