+1,163.5%
C vs PSA
+14,185.8%
-13,022.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +3.6% | -3.7% | +7.3% | +5.8% |
| 30D | +0.1% | -7.7% | +7.8% | +4.6% |
| 3M | +2.4% | -0.6% | +3.0% | +2.1% |
| 6M | +24.9% | -0.9% | +25.8% | +24.3% |
| YTD | +19.8% | +18.7% | +1.1% | +7.2% |
| 1Y | +44.9% | +7.6% | +37.2% | +36.4% |
| 3Y | +263.0% | +23.7% | +239.3% | +206.0% |
| 5Y | +129.5% | +13.7% | +115.9% | +95.3% |
| 10Y | +291.6% | +98.9% | +192.8% | +125.1% |
| All | +1,163.5% | +14,185.8% | -13,022.2% | +121.3% |
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 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