+340.6%
STRL vs PSLV
+110.4%
+230.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.3% |
| 7D | +15.7% | -6.3% | +21.9% | +18.2% |
| 30D | -35.5% | -12.7% | -22.8% | -32.6% |
| 3M | -47.1% | -24.7% | -22.4% | -42.0% |
| 6M | -65.8% | -44.6% | -21.2% | -59.4% |
| YTD | -4.5% | -33.3% | +28.8% | +4.1% |
| 1Y | -10.5% | -8.6% | -1.9% | -11.6% |
| 3Y | +340.6% | +108.2% | +232.4% | +255.5% |
| All | +340.6% | +110.4% | +230.2% | +255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling