+14,609.3%
DE vs PSA
+14,185.8%
+423.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +10.0% | -3.7% | +13.7% | +11.4% |
| 30D | +13.3% | -7.7% | +21.1% | +16.5% |
| 3M | +17.5% | -0.6% | +18.1% | +17.4% |
| 6M | +13.6% | -0.9% | +14.5% | +13.5% |
| YTD | +49.8% | +18.7% | +31.1% | +40.4% |
| 1Y | +47.9% | +7.6% | +40.2% | +43.2% |
| 3Y | +72.5% | +23.7% | +48.9% | +57.1% |
| 5Y | +90.2% | +13.7% | +76.6% | +75.3% |
| 10Y | +865.4% | +98.9% | +766.5% | +607.8% |
| All | +14,609.3% | +14,185.8% | +423.5% | +4,582.9% |
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