+3,714.8%
PSA vs STLD
+8,684.3%
-4,969.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -3.7% | +3.1% | -6.8% | -4.3% |
| 30D | -7.7% | -9.0% | +1.2% | -6.3% |
| 3M | -0.6% | -12.4% | +11.8% | +1.4% |
| 6M | -0.9% | +25.5% | -26.4% | -5.8% |
| YTD | +18.7% | +43.6% | -25.0% | +9.7% |
| 1Y | +7.6% | +87.2% | -79.5% | -5.7% |
| 3Y | +23.7% | +135.2% | -111.6% | +1.4% |
| 5Y | +13.7% | +290.9% | -277.2% | -18.0% |
| 10Y | +98.9% | +1,113.5% | -1,014.6% | +4.6% |
| All | +3,714.8% | +8,684.3% | -4,969.4% | +1,227.6% |
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