+1,628.0%
DIS vs PSA
+16,026.4%
-14,398.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +5.2% | +3.9% | +1.3% | +3.9% |
| 30D | +11.5% | +19.7% | -8.2% | +5.0% |
| 3M | +11.5% | +4.3% | +7.3% | +9.9% |
| 6M | +8.9% | +11.4% | -2.5% | +4.9% |
| YTD | +3.4% | +33.9% | -30.5% | -6.4% |
| 1Y | +7.2% | +28.3% | -21.1% | -1.7% |
| 3Y | +43.3% | +53.5% | -10.2% | +21.9% |
| 5Y | -31.4% | +30.6% | -62.1% | -39.2% |
| 10Y | +37.1% | +145.8% | -108.7% | -4.4% |
| All | +1,628.0% | +16,026.4% | -14,398.4% | +438.7% |
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