+50.0%
STLD vs PSLV
-10.8%
+60.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.0% |
| 7D | +2.9% | -6.3% | +9.2% | +3.6% |
| 30D | -5.6% | -12.7% | +7.1% | -4.1% |
| 3M | -11.7% | -24.7% | +13.0% | -9.0% |
| 6M | -2.8% | -44.6% | +41.8% | +3.2% |
| YTD | +36.4% | -33.3% | +69.7% | +41.7% |
| 1Y | +50.0% | -8.6% | +58.6% | +50.8% |
| All | +50.0% | -10.8% | +60.9% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling