+1,692.9%
LYV vs PSLV
+109.5%
+1,583.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.9% | -3.5% | +1.5% | -1.5% |
| 30D | -8.2% | -2.1% | -6.0% | -8.0% |
| 3M | -1.3% | -1.6% | +0.4% | -1.3% |
| 6M | +2.6% | -25.5% | +28.1% | +5.6% |
| YTD | +19.4% | -11.4% | +30.8% | +19.0% |
| 1Y | -2.2% | +48.6% | -50.8% | -8.8% |
| 3Y | +106.0% | +166.9% | -60.8% | +78.0% |
| 5Y | +97.7% | +152.4% | -54.7% | +70.5% |
| 10Y | +560.5% | +187.8% | +372.7% | +445.8% |
| All | +1,692.9% | +109.5% | +1,583.4% | +1,228.2% |
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