+14,844.4%
PSA vs STZ
+10,752.7%
+4,091.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +3.9% | +4.9% | -1.0% | +2.9% |
| 30D | +19.7% | +20.9% | -1.2% | +15.1% |
| 3M | +4.3% | +8.0% | -3.7% | +2.4% |
| 6M | +11.4% | -5.3% | +16.7% | +12.2% |
| YTD | +33.9% | +5.9% | +28.0% | +31.5% |
| 1Y | +28.3% | +14.2% | +14.1% | +23.9% |
| 3Y | +53.5% | -37.0% | +90.4% | +65.8% |
| 5Y | +30.6% | -29.7% | +60.3% | +37.7% |
| 10Y | +145.8% | +5.2% | +140.6% | +132.4% |
| All | +14,844.4% | +10,752.7% | +4,091.8% | +8,650.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling