-48.1%
DOCS vs PSA
+28.3%
-76.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -1.3% | +7.4% | -8.7% | -2.6% |
| 30D | +19.4% | +19.1% | +0.3% | +15.5% |
| 3M | +53.4% | +5.1% | +48.3% | +51.1% |
| 6M | +28.8% | +16.2% | +12.6% | +27.0% |
| YTD | -25.1% | +35.2% | -60.2% | -30.4% |
| 1Y | -48.1% | +27.1% | -75.3% | -49.2% |
| All | -48.1% | +28.3% | -76.5% | -49.2% |
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