+111.4%
DAL vs PSA
+26.3%
+85.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.1% | -1.4% | +0.4% | -0.5% |
| 30D | +12.8% | +15.2% | -2.3% | +6.5% |
| 3M | -5.3% | +2.2% | -7.5% | -6.1% |
| 6M | +22.4% | +11.7% | +10.7% | +16.7% |
| YTD | +25.6% | +32.0% | -6.4% | +11.7% |
| 1Y | +45.5% | +26.3% | +19.2% | +31.8% |
| 3Y | +161.0% | +52.4% | +108.6% | +113.9% |
| All | +111.4% | +26.3% | +85.2% | +59.6% |
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