+3,716.0%
ALL vs PSA
+9,620.9%
-5,904.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | 0.0% | -3.7% | +3.7% | +1.7% |
| 30D | -1.5% | -7.7% | +6.2% | +2.1% |
| 3M | +23.6% | -0.6% | +24.2% | +23.9% |
| 6M | +22.3% | -0.9% | +23.3% | +22.2% |
| YTD | +26.5% | +18.7% | +7.9% | +16.2% |
| 1Y | +27.0% | +7.6% | +19.4% | +21.5% |
| 3Y | +149.6% | +23.7% | +125.9% | +119.5% |
| 5Y | +118.1% | +13.7% | +104.4% | +94.1% |
| 10Y | +369.0% | +98.9% | +270.1% | +210.2% |
| All | +3,716.0% | +9,620.9% | -5,904.9% | +785.3% |
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