+4,206.4%
PSA vs STLD
+8,008.3%
-3,802.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | +3.9% | -11.1% | +15.0% | +6.2% |
| 30D | +19.7% | -4.8% | +24.5% | +20.6% |
| 3M | +4.3% | -14.6% | +18.8% | +6.9% |
| 6M | +11.4% | -7.4% | +18.8% | +12.1% |
| YTD | +33.9% | +32.6% | +1.4% | +25.4% |
| 1Y | +28.3% | +47.3% | -19.1% | +17.6% |
| 3Y | +53.5% | +107.5% | -54.1% | +28.7% |
| 5Y | +30.6% | +268.8% | -238.2% | -4.7% |
| 10Y | +145.8% | +883.3% | -737.5% | +34.7% |
| All | +4,206.4% | +8,008.3% | -3,802.0% | +1,418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling