-31.1%
DOCN vs PSA
+27.2%
-58.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.7% | -15.2% | -15.6% |
| 7D | -29.3% | +7.4% | -36.7% | -31.7% |
| 30D | -46.0% | +19.1% | -65.2% | -50.7% |
| 3M | -43.2% | +5.1% | -48.3% | -44.9% |
| 6M | -53.7% | +16.2% | -69.9% | -58.4% |
| YTD | +46.9% | +35.2% | +11.8% | +18.0% |
| 1Y | +54.3% | +27.1% | +27.2% | +28.7% |
| 3Y | +185.5% | +51.7% | +133.8% | +93.6% |
| 5Y | -31.1% | +31.8% | -62.9% | -50.3% |
| All | -31.1% | +27.2% | -58.3% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling