-14.8%
STZ vs PSLV
+54.2%
-69.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.6% |
| 7D | -7.4% | +2.7% | -10.1% | -7.5% |
| 30D | -10.9% | +3.5% | -14.3% | -11.0% |
| 3M | -13.4% | +0.3% | -13.7% | -13.4% |
| 6M | -16.2% | -21.0% | +4.8% | -15.6% |
| YTD | -10.4% | -8.9% | -1.5% | -12.9% |
| 1Y | -14.8% | +54.0% | -68.7% | -20.1% |
| All | -14.8% | +54.2% | -69.0% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling