+105.8%
DAL vs PSA
+13.6%
+92.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | +0.1% | -3.7% | +3.8% | +1.6% |
| 30D | -13.9% | -7.7% | -6.2% | -11.2% |
| 3M | +1.1% | -0.6% | +1.7% | +1.1% |
| 6M | +26.2% | -0.9% | +27.2% | +26.3% |
| YTD | +16.4% | +18.7% | -2.2% | +8.9% |
| 1Y | +33.9% | +7.6% | +26.2% | +29.5% |
| 3Y | +93.4% | +23.7% | +69.7% | +74.7% |
| All | +105.8% | +13.6% | +92.3% | +93.3% |
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