+96.5%
STM vs PSLV
+7.9%
+88.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.0% | -12.0% | -8.1% |
| 7D | -6.0% | -2.6% | -3.4% | -5.3% |
| 30D | -20.9% | -14.2% | -6.8% | -16.7% |
| 3M | -15.8% | -12.2% | -3.5% | -12.1% |
| 6M | -17.0% | -28.1% | +11.0% | -8.4% |
| YTD | +76.8% | -28.2% | +105.0% | +88.0% |
| 1Y | +96.5% | +9.1% | +87.4% | +80.8% |
| All | +96.5% | +7.9% | +88.6% | +80.8% |
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