+105.9%
C vs PSA
+30.3%
+75.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -2.4% | +3.9% | -6.3% | -3.5% |
| 30D | -6.0% | +19.7% | -25.7% | -10.8% |
| 3M | -10.5% | +4.3% | -14.8% | -11.7% |
| 6M | -5.7% | +11.4% | -17.1% | -9.1% |
| YTD | +4.1% | +33.9% | -29.8% | -5.4% |
| 1Y | +20.5% | +28.3% | -7.8% | +10.8% |
| 3Y | +208.1% | +53.5% | +154.6% | +160.5% |
| All | +105.9% | +30.3% | +75.6% | +73.3% |
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 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