+1,267.0%
BE vs PSA
+13.5%
+1,253.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.8% | +9.7% |
| 7D | +29.8% | -0.4% | +30.2% | +30.1% |
| 30D | +26.4% | -8.2% | +34.5% | +33.0% |
| 3M | +9.3% | -2.1% | +11.5% | +7.3% |
| 6M | +105.1% | -0.2% | +105.3% | +98.3% |
| YTD | +219.0% | +18.5% | +200.5% | +169.5% |
| 1Y | +418.8% | +6.6% | +412.2% | +370.7% |
| 3Y | +1,784.6% | +24.5% | +1,760.1% | +1,360.4% |
| All | +1,267.0% | +13.5% | +1,253.5% | +987.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling