-25.9%
STRL vs PSA
+28.0%
-53.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.8% | -24.3% | -21.4% |
| 7D | -27.1% | +10.5% | -37.6% | -27.6% |
| 30D | -45.8% | +21.7% | -67.5% | -47.4% |
| 3M | -47.6% | +6.1% | -53.7% | -47.5% |
| 6M | -46.4% | +18.3% | -64.8% | -51.4% |
| YTD | -7.4% | +36.1% | -43.4% | -18.8% |
| 1Y | -25.9% | +29.3% | -55.2% | -33.9% |
| All | -25.9% | +28.0% | -53.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling