+132.7%
PSA vs STLD
+779.4%
-646.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | +1.5% | -9.7% | +11.1% | +2.7% |
| 30D | +16.7% | -4.5% | +21.2% | +17.2% |
| 3M | +4.0% | -13.1% | +17.1% | +5.6% |
| 6M | +10.9% | -2.8% | +13.6% | +10.7% |
| YTD | +34.2% | +35.3% | -1.1% | +28.2% |
| 1Y | +26.6% | +51.4% | -24.7% | +19.3% |
| 3Y | +54.7% | +117.9% | -63.2% | +37.1% |
| 5Y | +30.0% | +272.6% | -242.6% | +7.0% |
| 10Y | +132.7% | +782.2% | -649.5% | +57.7% |
| All | +132.7% | +779.4% | -646.7% | +57.7% |
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