+390.6%
LLY vs PSLV
+154.2%
+236.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.2% |
| YTD | +4.3% | -11.4% | +15.7% | +3.6% |
| 1Y | +48.5% | +48.6% | -0.1% | +40.0% |
| 3Y | +91.2% | +166.9% | -75.6% | +71.6% |
| All | +390.6% | +154.2% | +236.4% | +327.1% |
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