-29.4%
STZ vs PSLV
+97.9%
-127.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.9% | +5.1% | -0.2% | +4.6% |
| 30D | +20.9% | -13.3% | +34.2% | +21.7% |
| 3M | +8.0% | -16.5% | +24.5% | +8.8% |
| 6M | -5.3% | -32.8% | +27.5% | -3.4% |
| YTD | +5.9% | -28.8% | +34.7% | +5.3% |
| 1Y | +14.2% | +5.8% | +8.4% | +9.1% |
| 3Y | -37.0% | +114.8% | -151.8% | -45.1% |
| All | -29.4% | +97.9% | -127.3% | -38.0% |
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 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