+1,092.8%
STX vs PSLV
+148.4%
+944.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -1.0% |
| 7D | +8.0% | -4.9% | +12.9% | +9.6% |
| 30D | +5.1% | -1.9% | +7.0% | +5.5% |
| 3M | +5.8% | +4.2% | +1.6% | +4.0% |
| 6M | +124.9% | -27.6% | +152.5% | +144.5% |
| YTD | +213.9% | -11.7% | +225.6% | +217.4% |
| 1Y | +350.4% | +49.3% | +301.1% | +292.8% |
| 3Y | +1,314.2% | +167.1% | +1,147.1% | +978.5% |
| 5Y | +1,092.8% | +151.7% | +941.1% | +757.4% |
| All | +1,092.8% | +148.4% | +944.4% | +757.4% |
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