+12.5%
STZ vs PSLV
+134.7%
-122.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.4% |
| 7D | +5.3% | +3.9% | +1.5% | +5.0% |
| 30D | +19.6% | -16.3% | +35.9% | +21.6% |
| 3M | +10.0% | -23.0% | +32.9% | +12.5% |
| 6M | -0.3% | -36.5% | +36.3% | +3.9% |
| YTD | +8.6% | -29.6% | +38.2% | +8.8% |
| 1Y | +16.6% | -0.5% | +17.1% | +10.7% |
| 3Y | -34.8% | +120.1% | -154.9% | -46.4% |
| 5Y | -27.8% | +93.3% | -121.1% | -39.9% |
| 10Y | +12.5% | +135.7% | -123.2% | -18.0% |
| All | +12.5% | +134.7% | -122.2% | -18.0% |
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