+17.7%
STM vs PSLV
+148.4%
-130.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | +0.2% |
| 7D | -1.1% | -4.9% | +3.8% | +0.5% |
| 30D | -7.8% | -1.9% | -5.9% | -7.3% |
| 3M | -28.2% | +4.2% | -32.4% | -29.1% |
| 6M | +52.0% | -27.6% | +79.6% | +65.4% |
| YTD | +96.4% | -11.7% | +108.1% | +93.7% |
| 1Y | +98.8% | +49.3% | +49.5% | +63.2% |
| 3Y | +18.3% | +167.1% | -148.9% | -20.6% |
| 5Y | +17.7% | +151.7% | -134.0% | -26.6% |
| All | +17.7% | +148.4% | -130.7% | -26.6% |
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