+294.4%
STLD vs PSLV
+162.3%
+132.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.2% |
| 7D | -2.8% | +3.3% | -6.1% | -3.3% |
| 30D | -10.4% | +2.1% | -12.5% | -10.8% |
| 3M | -10.6% | +7.1% | -17.7% | -11.9% |
| 6M | +32.7% | -21.6% | +54.3% | +37.0% |
| YTD | +42.8% | -6.7% | +49.5% | +38.3% |
| 1Y | +86.9% | +59.3% | +27.7% | +57.9% |
| 3Y | +143.8% | +182.1% | -38.3% | +74.8% |
| All | +294.4% | +162.3% | +132.1% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling