+108.2%
STLA vs PSLV
+115.4%
-7.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -3.0% |
| 7D | +0.7% | +2.7% | -1.9% | +0.4% |
| 30D | -2.4% | +3.5% | -5.8% | -2.8% |
| 3M | -23.9% | +0.3% | -24.1% | -24.0% |
| 6M | -24.6% | -21.0% | -3.6% | -22.7% |
| YTD | -50.5% | -8.9% | -41.6% | -51.2% |
| 1Y | -39.8% | +54.0% | -93.8% | -45.4% |
| 3Y | -65.6% | +175.4% | -241.1% | -71.6% |
| 5Y | -62.1% | +157.7% | -219.7% | -68.8% |
| 10Y | +47.8% | +184.9% | -137.1% | +17.0% |
| All | +108.2% | +115.4% | -7.2% | +78.3% |
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