+76.5%
DE vs PSA
+21.5%
+55.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.4% | -3.6% | +1.3% | -1.0% |
| 30D | +9.7% | -9.4% | +19.1% | +13.9% |
| 3M | +21.4% | -8.2% | +29.6% | +25.1% |
| 6M | +15.0% | -1.8% | +16.8% | +15.0% |
| YTD | +46.4% | +15.7% | +30.7% | +37.4% |
| 1Y | +45.6% | +6.3% | +39.3% | +40.7% |
| All | +76.5% | +21.5% | +55.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling