+740.9%
STLD vs PSLV
+142.8%
+598.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.8% |
| 7D | +2.9% | -6.3% | +9.2% | +4.3% |
| 30D | -5.6% | -12.7% | +7.1% | -3.0% |
| 3M | -11.7% | -24.7% | +13.0% | -6.9% |
| 6M | -2.8% | -44.6% | +41.8% | +8.9% |
| YTD | +36.4% | -33.3% | +69.7% | +40.7% |
| 1Y | +50.0% | -8.6% | +58.6% | +41.8% |
| 3Y | +122.3% | +108.2% | +14.1% | +63.3% |
| 5Y | +273.2% | +79.1% | +194.1% | +180.1% |
| All | +740.9% | +142.8% | +598.1% | +405.7% |
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