-47.3%
DOCS vs PSA
+28.0%
-75.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.8% |
| 7D | +1.2% | +10.5% | -9.3% | -0.6% |
| 30D | +21.3% | +21.7% | -0.4% | +17.0% |
| 3M | +58.4% | +6.1% | +52.3% | +55.8% |
| 6M | +39.3% | +18.3% | +21.0% | +37.3% |
| YTD | -21.7% | +36.1% | -57.8% | -27.1% |
| 1Y | -47.3% | +29.3% | -76.6% | -48.9% |
| All | -47.3% | +28.0% | -75.4% | -48.9% |
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