-25.9%
STRL vs PSLV
+7.9%
-33.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.0% | -27.4% | -23.5% |
| 7D | -27.1% | -2.6% | -24.4% | -26.6% |
| 30D | -45.8% | -14.2% | -31.6% | -42.8% |
| 3M | -47.6% | -12.2% | -35.4% | -45.2% |
| 6M | -46.4% | -28.1% | -18.3% | -40.7% |
| YTD | -7.4% | -28.2% | +20.8% | -2.0% |
| 1Y | -25.9% | +9.1% | -35.0% | -42.7% |
| All | -25.9% | +7.9% | -33.7% | -42.7% |
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 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