+803.7%
B vs PSA
+14,185.8%
-13,382.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.6% | -3.7% | +2.1% | -1.0% |
| 30D | +9.4% | -7.7% | +17.2% | +10.8% |
| 3M | +5.0% | -0.6% | +5.6% | +5.0% |
| 6M | -3.5% | -0.9% | -2.6% | -3.5% |
| YTD | +4.5% | +18.7% | -14.2% | +1.8% |
| 1Y | +67.8% | +7.6% | +60.1% | +65.7% |
| 3Y | +196.7% | +23.7% | +173.0% | +186.2% |
| 5Y | +151.9% | +13.7% | +138.3% | +145.0% |
| 10Y | +202.2% | +98.9% | +103.3% | +170.8% |
| All | +803.7% | +14,185.8% | -13,382.0% | +603.7% |
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