+16.3%
STZ vs PSLV
+142.8%
-126.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | +2.6% | -6.3% | +8.9% | +3.2% |
| 30D | +15.2% | -12.7% | +27.9% | +16.6% |
| 3M | +7.6% | -24.7% | +32.4% | +10.4% |
| 6M | +5.3% | -44.6% | +49.9% | +11.4% |
| YTD | +8.6% | -33.3% | +41.9% | +9.4% |
| 1Y | +15.6% | -8.6% | +24.1% | +10.9% |
| 3Y | -35.2% | +108.2% | -143.3% | -46.4% |
| 5Y | -29.1% | +79.1% | -108.2% | -40.3% |
| All | +16.3% | +142.8% | -126.4% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling