+100.5%
PSA vs STLA
+55.1%
+45.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | +0.4% |
| 7D | -1.8% | -2.9% | +1.1% | -1.5% |
| 30D | -8.4% | +0.9% | -9.3% | -8.6% |
| 3M | -7.8% | -21.6% | +13.8% | -5.2% |
| 6M | +0.8% | -21.6% | +22.4% | +3.4% |
| YTD | +16.5% | -50.4% | +66.9% | +25.8% |
| 1Y | +4.7% | -43.6% | +48.3% | +10.7% |
| 3Y | +21.1% | -66.4% | +87.5% | +34.1% |
| 5Y | +14.2% | -62.3% | +76.5% | +22.7% |
| All | +100.5% | +55.1% | +45.4% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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