+483.3%
LLY vs PSLV
+79.9%
+403.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | +6.7% | -6.3% | +13.0% | +7.3% |
| 30D | +19.6% | -12.7% | +32.2% | +20.8% |
| 3M | +19.7% | -24.7% | +44.5% | +22.4% |
| 6M | +42.7% | -44.6% | +87.3% | +50.0% |
| YTD | +35.1% | -33.3% | +68.4% | +37.2% |
| 1Y | +42.2% | -8.6% | +50.8% | +39.2% |
| 3Y | +140.8% | +108.2% | +32.6% | +116.6% |
| All | +483.3% | +79.9% | +403.4% | +415.7% |
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 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