+134.1%
PSA vs STT
+198.3%
-64.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.8% | +1.1% | -0.4% | +0.5% |
| 30D | +15.9% | -1.9% | +17.8% | +16.2% |
| 3M | +4.2% | -7.6% | +11.8% | +5.6% |
| 6M | +10.1% | +16.0% | -5.9% | +6.8% |
| YTD | +33.3% | +36.2% | -2.8% | +25.4% |
| 1Y | +28.2% | +46.8% | -18.5% | +18.9% |
| 3Y | +54.9% | +177.8% | -122.9% | +27.5% |
| 5Y | +28.3% | +105.8% | -77.5% | +8.3% |
| 10Y | +134.1% | +197.6% | -63.5% | +80.3% |
| All | +134.1% | +198.3% | -64.3% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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