+7.7%
DIS vs PSA
+27.8%
-20.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +5.3% | +1.5% | +3.8% | +4.6% |
| 30D | +10.2% | +16.7% | -6.4% | +2.3% |
| 3M | +13.5% | +4.0% | +9.5% | +11.6% |
| 6M | +11.1% | +10.9% | +0.3% | +5.8% |
| YTD | +5.5% | +34.2% | -28.7% | -8.2% |
| All | +7.7% | +27.8% | -20.1% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling