+13.6%
PSA vs STLA
-62.5%
+76.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.3% |
| 7D | -0.4% | +0.7% | -1.2% | -0.5% |
| 30D | -8.2% | -2.4% | -5.8% | -7.9% |
| 3M | -2.1% | -23.9% | +21.7% | +1.5% |
| 6M | -0.2% | -24.6% | +24.4% | +3.5% |
| YTD | +18.5% | -50.5% | +69.0% | +29.9% |
| 1Y | +6.6% | -39.8% | +46.4% | +12.5% |
| 3Y | +24.5% | -65.6% | +90.1% | +40.4% |
| 5Y | +13.6% | -62.1% | +75.7% | +21.8% |
| All | +13.6% | -62.5% | +76.1% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling