+13,138.7%
PSA vs STZ
+9,621.1%
+3,517.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -3.7% | -1.9% | -1.7% | -3.3% |
| 30D | -7.7% | -1.9% | -5.9% | -7.4% |
| 3M | -0.6% | -6.2% | +5.6% | +0.6% |
| 6M | -0.9% | -14.0% | +13.1% | +1.9% |
| YTD | +18.7% | -5.1% | +23.8% | +19.3% |
| 1Y | +7.6% | -9.6% | +17.2% | +9.1% |
| 3Y | +23.7% | -47.2% | +70.9% | +38.6% |
| 5Y | +13.7% | -33.6% | +47.2% | +21.4% |
| 10Y | +98.9% | -9.8% | +108.6% | +94.1% |
| All | +13,138.7% | +9,621.1% | +3,517.6% | +7,838.4% |
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