+234.7%
LUV vs PSLV
+109.5%
+125.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -1.0% | -3.5% | +2.5% | -0.7% |
| 30D | -12.4% | -2.1% | -10.2% | -12.3% |
| 3M | -11.0% | -1.6% | -9.3% | -11.0% |
| 6M | -5.0% | -25.5% | +20.5% | -3.2% |
| YTD | -3.8% | -11.4% | +7.6% | -4.2% |
| 1Y | +25.9% | +48.6% | -22.7% | +20.1% |
| 3Y | +42.2% | +166.9% | -124.6% | +29.9% |
| 5Y | -10.8% | +152.4% | -163.2% | -18.6% |
| 10Y | +19.0% | +187.8% | -168.8% | +6.5% |
| All | +234.7% | +109.5% | +125.2% | +171.1% |
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 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