-61.5%
DOCS vs PSA
+7.3%
-68.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | -1.4% | -3.7% | +2.2% | -1.0% |
| 30D | +21.8% | -7.7% | +29.6% | +23.0% |
| 3M | +27.3% | -0.6% | +27.9% | +28.5% |
| 6M | -0.3% | -0.9% | +0.6% | +0.6% |
| YTD | -40.5% | +18.7% | -59.2% | -41.8% |
| 1Y | -61.5% | +7.6% | -69.2% | -61.9% |
| All | -61.5% | +7.3% | -68.8% | -61.9% |
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