+30.0%
PSA vs STLA
-70.4%
+100.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.5% | -6.4% | +7.8% | +2.4% |
| 30D | +16.7% | -1.3% | +18.0% | +16.7% |
| 3M | +4.0% | -19.9% | +24.0% | +7.0% |
| 6M | +10.9% | -42.9% | +53.7% | +19.7% |
| YTD | +34.2% | -59.4% | +93.6% | +51.3% |
| 1Y | +26.6% | -56.8% | +83.5% | +41.1% |
| 3Y | +54.7% | -73.1% | +127.8% | +81.4% |
| 5Y | +30.0% | -70.1% | +100.1% | +48.2% |
| All | +30.0% | -70.4% | +100.4% | +48.2% |
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 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