-12.0%
STZ vs PSLV
+194.1%
-206.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | -6.0% | +3.3% | -9.4% | -6.4% |
| 30D | -8.9% | +2.1% | -11.0% | -9.1% |
| 3M | -12.6% | +7.1% | -19.7% | -13.4% |
| 6M | -17.2% | -21.6% | +4.4% | -15.5% |
| YTD | -10.0% | -6.7% | -3.3% | -12.1% |
| 1Y | -14.3% | +59.3% | -73.6% | -23.0% |
| 3Y | -49.9% | +182.1% | -232.0% | -59.5% |
| 5Y | -38.2% | +162.6% | -200.9% | -50.0% |
| 10Y | -12.0% | +203.0% | -215.0% | -38.2% |
| All | -12.0% | +194.1% | -206.1% | -38.2% |
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