-67.2%
STLA vs PSLV
+165.1%
-232.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.5% |
| 7D | -3.8% | -4.9% | +1.0% | -3.2% |
| 30D | -3.1% | -1.9% | -1.2% | -3.0% |
| 3M | -19.6% | +4.2% | -23.8% | -20.1% |
| 6M | -23.5% | -27.6% | +4.1% | -21.6% |
| YTD | -51.5% | -11.7% | -39.8% | -52.5% |
| 1Y | -39.7% | +49.3% | -89.0% | -47.7% |
| All | -67.2% | +165.1% | -232.3% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling