+49.1%
ADP vs PSA
+26.8%
+22.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +0.3% | -2.1% | +2.4% | +1.1% |
| 30D | +11.6% | +15.6% | -4.0% | +5.7% |
| 3M | +15.1% | +4.1% | +11.0% | +13.2% |
| 6M | +46.0% | +9.2% | +36.8% | +41.2% |
| YTD | +22.4% | +32.3% | -9.9% | +9.0% |
| 1Y | +24.5% | +26.2% | -1.7% | +13.0% |
| 3Y | +44.8% | +53.7% | -8.9% | +16.4% |
| 5Y | +49.1% | +26.6% | +22.5% | +28.4% |
| All | +49.1% | +26.8% | +22.3% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling