+54.7%
PSA vs STLA
-73.7%
+128.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.5% | -6.4% | +7.8% | +2.3% |
| 30D | +16.7% | -1.3% | +18.0% | +16.7% |
| 3M | +4.0% | -19.9% | +24.0% | +6.6% |
| 6M | +10.9% | -42.9% | +53.7% | +18.3% |
| YTD | +34.2% | -59.4% | +93.6% | +48.3% |
| 1Y | +26.6% | -56.8% | +83.5% | +38.4% |
| 3Y | +54.7% | -73.1% | +127.8% | +70.8% |
| All | +54.7% | -73.7% | +128.4% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling