-34.9%
DOW vs PSA
+21.5%
-56.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | -6.0% | -2.2% | -3.8% | -5.2% |
| 30D | -2.7% | -9.6% | +6.8% | +0.9% |
| 3M | -10.5% | -7.9% | -2.6% | -8.0% |
| 6M | -12.4% | -2.0% | -10.4% | -12.8% |
| YTD | +30.0% | +15.7% | +14.3% | +18.4% |
| 1Y | +27.8% | +5.8% | +22.0% | +21.4% |
| All | -34.9% | +21.5% | -56.4% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling