+11.8%
STZ vs PSLV
+139.6%
-127.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.2% |
| 7D | +3.4% | +6.3% | -2.9% | +2.8% |
| 30D | +19.6% | -13.0% | +32.6% | +21.1% |
| 3M | +8.0% | -16.9% | +24.9% | +9.7% |
| 6M | -0.3% | -34.0% | +33.7% | +3.6% |
| YTD | +8.6% | -26.8% | +35.4% | +8.4% |
| 1Y | +17.3% | +7.7% | +9.7% | +10.4% |
| 3Y | -34.7% | +125.3% | -159.9% | -46.4% |
| 5Y | -27.6% | +103.8% | -131.4% | -40.1% |
| 10Y | +11.8% | +145.0% | -133.3% | -18.9% |
| All | +11.8% | +139.6% | -127.9% | -18.9% |
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