+753.6%
B vs PSA
+16,059.4%
-15,305.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +11.3% | +1.5% | +9.9% | +11.1% |
| 30D | +2.9% | +16.7% | -13.7% | +0.5% |
| 3M | -2.9% | +4.0% | -6.9% | -3.5% |
| 6M | -1.2% | +10.9% | -12.1% | -2.9% |
| YTD | -1.3% | +34.2% | -35.6% | -5.6% |
| 1Y | +30.4% | +26.6% | +3.8% | +25.8% |
| 3Y | +195.3% | +54.7% | +140.5% | +175.8% |
| 5Y | +146.2% | +30.0% | +116.2% | +134.7% |
| 10Y | +200.5% | +132.7% | +67.8% | +163.3% |
| All | +753.6% | +16,059.4% | -15,305.7% | +552.2% |
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