+14,219.4%
DE vs PSA
+15,793.7%
-1,574.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | +3.6% | +15.2% | -11.6% | -1.6% |
| 3M | +10.2% | +2.2% | +8.0% | +9.1% |
| 6M | +16.6% | +11.7% | +4.9% | +11.5% |
| YTD | +45.8% | +32.0% | +13.8% | +31.4% |
| 1Y | +43.9% | +26.3% | +17.6% | +31.7% |
| 3Y | +89.6% | +52.4% | +37.2% | +60.1% |
| 5Y | +100.3% | +26.3% | +74.0% | +77.8% |
| 10Y | +760.8% | +132.3% | +628.5% | +497.3% |
| All | +14,219.4% | +15,793.7% | -1,574.3% | +4,281.6% |
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 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