+13.6%
PSA vs STZ
-36.5%
+50.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.6% |
| 7D | -0.4% | -7.4% | +7.0% | +2.0% |
| 30D | -8.2% | -10.9% | +2.7% | -4.9% |
| 3M | -2.1% | -13.4% | +11.3% | +2.1% |
| 6M | -0.2% | -16.2% | +16.0% | +4.9% |
| YTD | +18.5% | -10.4% | +28.9% | +20.9% |
| 1Y | +6.6% | -14.8% | +21.4% | +10.3% |
| 3Y | +24.5% | -50.1% | +74.6% | +53.4% |
| 5Y | +13.6% | -38.8% | +52.4% | +31.8% |
| All | +13.6% | -36.5% | +50.1% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling