-32.8%
STZ vs PSLV
+153.8%
-186.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | -1.9% | +7.3% | -9.1% | -2.4% |
| 3M | -6.2% | -7.4% | +1.2% | -5.9% |
| 6M | -14.0% | -20.3% | +6.3% | -13.0% |
| YTD | -5.1% | -8.2% | +3.1% | -6.8% |
| 1Y | -9.6% | +57.9% | -67.5% | -16.1% |
| 3Y | -47.2% | +162.1% | -209.3% | -54.2% |
| All | -32.8% | +153.8% | -186.6% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling