+10,816.5%
ADP vs PSA
+14,185.8%
-3,369.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -3.4% | -3.7% | +0.2% | -2.4% |
| 30D | +2.8% | -7.7% | +10.5% | +5.1% |
| 3M | +20.9% | -0.6% | +21.5% | +21.2% |
| 6M | +29.9% | -0.9% | +30.8% | +29.8% |
| YTD | +9.6% | +18.7% | -9.0% | +3.9% |
| 1Y | -5.3% | +7.6% | -12.9% | -7.8% |
| 3Y | +16.5% | +23.7% | -7.2% | +7.9% |
| 5Y | +49.4% | +13.7% | +35.7% | +40.9% |
| 10Y | +282.2% | +98.9% | +183.3% | +207.2% |
| All | +10,816.5% | +14,185.8% | -3,369.3% | +4,836.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling