+50.9%
STLA vs PSLV
+190.6%
-139.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -2.9% | -3.5% | +0.6% | -2.2% |
| 30D | +0.9% | -2.1% | +3.1% | +1.3% |
| 3M | -21.6% | -1.6% | -20.0% | -21.6% |
| 6M | -21.6% | -25.5% | +3.9% | -17.8% |
| YTD | -50.4% | -11.4% | -39.0% | -51.7% |
| 1Y | -43.6% | +48.6% | -92.2% | -52.7% |
| 3Y | -66.4% | +166.9% | -233.3% | -76.6% |
| 5Y | -62.3% | +152.4% | -214.7% | -74.0% |
| All | +50.9% | +190.6% | -139.6% | -11.0% |
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