+101.3%
PSA vs STZ
-13.0%
+114.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -2.2% | -6.0% | +3.8% | -0.6% |
| 30D | -9.6% | -8.9% | -0.7% | -7.3% |
| 3M | -7.9% | -12.6% | +4.6% | -4.7% |
| 6M | -2.0% | -17.2% | +15.2% | +2.7% |
| YTD | +15.7% | -10.0% | +25.8% | +18.0% |
| 1Y | +5.8% | -14.3% | +20.1% | +9.1% |
| 3Y | +21.6% | -49.9% | +71.5% | +43.8% |
| 5Y | +13.1% | -38.2% | +51.4% | +26.1% |
| 10Y | +101.3% | -12.0% | +113.2% | +97.0% |
| All | +101.3% | -13.0% | +114.3% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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