+17.5%
LUV vs PSLV
+190.6%
-173.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -1.0% | -3.5% | +2.5% | -0.5% |
| 30D | -12.4% | -2.1% | -10.2% | -12.2% |
| 3M | -11.0% | -1.6% | -9.3% | -11.1% |
| 6M | -5.0% | -25.5% | +20.5% | -1.5% |
| YTD | -3.8% | -11.4% | +7.6% | -5.5% |
| 1Y | +25.9% | +48.6% | -22.7% | +11.3% |
| 3Y | +42.2% | +166.9% | -124.6% | +11.5% |
| 5Y | -10.8% | +152.4% | -163.2% | -30.1% |
| All | +17.5% | +190.6% | -173.1% | -17.9% |
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