+46.2%
ADP vs PSA
+54.7%
-8.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.3% | -2.1% | +2.4% | +0.8% |
| 30D | +11.6% | +15.6% | -4.0% | +7.3% |
| 3M | +15.1% | +4.1% | +11.0% | +13.7% |
| 6M | +46.0% | +9.2% | +36.8% | +42.8% |
| YTD | +22.4% | +32.3% | -9.9% | +13.1% |
| 1Y | +24.5% | +26.2% | -1.7% | +16.6% |
| All | +46.2% | +54.7% | -8.5% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling