+719.1%
B vs PSA
+16,026.4%
-15,307.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +9.6% | +3.9% | +5.7% | +9.0% |
| 30D | +3.5% | +19.7% | -16.1% | +0.7% |
| 3M | -1.6% | +4.3% | -5.8% | -2.2% |
| 6M | -1.7% | +11.4% | -13.0% | -3.4% |
| YTD | -5.3% | +33.9% | -39.3% | -9.4% |
| 1Y | +27.2% | +28.3% | -1.1% | +22.5% |
| 3Y | +166.1% | +53.5% | +112.6% | +148.8% |
| 5Y | +136.5% | +30.6% | +105.9% | +125.3% |
| 10Y | +172.2% | +145.8% | +26.5% | +137.0% |
| All | +719.1% | +16,026.4% | -15,307.3% | +526.0% |
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