+998.2%
C vs PSA
+16,026.4%
-15,028.2%
-98.0%
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% | +1.0% |
| 7D | -2.4% | +3.9% | -6.3% | -4.5% |
| 30D | -6.0% | +19.7% | -25.7% | -15.2% |
| 3M | -10.5% | +4.3% | -14.8% | -12.9% |
| 6M | -5.7% | +11.4% | -17.1% | -12.1% |
| YTD | +4.1% | +33.9% | -29.8% | -13.2% |
| 1Y | +20.5% | +28.3% | -7.8% | +2.8% |
| 3Y | +208.1% | +53.5% | +154.6% | +129.3% |
| 5Y | +110.4% | +30.6% | +79.8% | +65.9% |
| 10Y | +234.6% | +145.8% | +88.8% | +70.3% |
| All | +998.2% | +16,026.4% | -15,028.2% | +79.2% |
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