+678.3%
DELL vs PSA
+21.5%
+656.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.2% |
| 7D | +8.7% | -2.2% | +11.0% | +8.7% |
| 30D | +16.9% | -9.6% | +26.4% | +16.8% |
| 3M | +40.4% | -7.9% | +48.3% | +40.1% |
| 6M | +267.1% | -2.0% | +269.1% | +262.9% |
| YTD | +329.1% | +15.7% | +313.3% | +320.8% |
| 1Y | +346.9% | +5.8% | +341.2% | +338.7% |
| All | +678.3% | +21.5% | +656.8% | +695.2% |
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