+14,767.8%
PSA vs STZ
+10,917.0%
+3,850.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.1% | -0.9% | -1.1% | -1.9% |
| 30D | +16.2% | +14.9% | +1.3% | +12.9% |
| 3M | +4.3% | +8.4% | -4.1% | +2.4% |
| 6M | +9.9% | +2.8% | +7.1% | +8.9% |
| YTD | +33.3% | +7.5% | +25.7% | +30.4% |
| 1Y | +25.8% | +12.5% | +13.3% | +21.9% |
| 3Y | +54.8% | -35.4% | +90.2% | +66.4% |
| 5Y | +27.5% | -29.3% | +56.8% | +34.2% |
| 10Y | +134.5% | +11.8% | +122.7% | +119.4% |
| All | +14,767.8% | +10,917.0% | +3,850.8% | +8,577.7% |
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