-73.2%
DOCS vs PSA
+13.6%
-86.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -1.4% | -3.7% | +2.2% | +0.2% |
| 30D | +21.8% | -7.7% | +29.6% | +26.2% |
| 3M | +27.3% | -0.6% | +27.9% | +27.6% |
| 6M | -0.3% | -0.9% | +0.6% | -0.3% |
| YTD | -40.5% | +18.7% | -59.2% | -45.7% |
| 1Y | -61.5% | +7.6% | -69.2% | -63.3% |
| 3Y | +8.2% | +23.7% | -15.5% | -5.6% |
| All | -73.2% | +13.6% | -86.8% | -80.9% |
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 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