+30.0%
PSA vs STT
+108.8%
-78.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.6% |
| 7D | +1.5% | +0.9% | +0.5% | +1.2% |
| 30D | +16.7% | -2.3% | +19.0% | +17.2% |
| 3M | +4.0% | -7.0% | +11.0% | +5.7% |
| 6M | +10.9% | +15.5% | -4.6% | +6.4% |
| YTD | +34.2% | +35.6% | -1.4% | +23.4% |
| 1Y | +26.6% | +47.9% | -21.2% | +13.8% |
| 3Y | +54.7% | +181.1% | -126.4% | +17.0% |
| 5Y | +30.0% | +108.2% | -78.2% | -1.0% |
| All | +30.0% | +108.8% | -78.8% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling