+2,273.9%
STLD vs PSLV
+117.0%
+2,156.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +3.1% | -0.6% | +3.8% | +3.3% |
| 30D | -9.0% | +7.3% | -16.3% | -10.4% |
| 3M | -12.4% | -7.4% | -4.9% | -11.5% |
| 6M | +25.5% | -20.3% | +45.8% | +29.8% |
| YTD | +43.6% | -8.2% | +51.9% | +40.5% |
| 1Y | +87.2% | +57.9% | +29.3% | +61.3% |
| 3Y | +135.2% | +162.1% | -26.8% | +79.0% |
| 5Y | +290.9% | +151.2% | +139.7% | +196.4% |
| 10Y | +1,113.5% | +191.7% | +921.8% | +762.6% |
| All | +2,273.9% | +117.0% | +2,156.9% | +1,472.7% |
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 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