+134.5%
PSA vs STLD
+802.0%
-667.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +16.2% | -0.1% | +16.3% | +16.1% |
| 3M | +4.3% | -9.2% | +13.5% | +5.3% |
| 6M | +9.9% | +1.8% | +8.1% | +9.1% |
| YTD | +33.3% | +42.1% | -8.9% | +26.5% |
| 1Y | +25.8% | +58.5% | -32.7% | +17.8% |
| 3Y | +54.8% | +128.2% | -73.4% | +36.3% |
| 5Y | +27.5% | +288.2% | -260.7% | +4.3% |
| 10Y | +134.5% | +799.8% | -665.3% | +57.4% |
| All | +134.5% | +802.0% | -667.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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