-10.8%
DOW vs PSA
+86.8%
-97.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -2.4% | -3.7% | +1.3% | -0.9% |
| 30D | +0.4% | -7.7% | +8.1% | +3.6% |
| 3M | -14.4% | -0.6% | -13.8% | -14.6% |
| 6M | -7.0% | -0.9% | -6.1% | -7.9% |
| YTD | +30.2% | +18.7% | +11.5% | +18.8% |
| 1Y | +29.2% | +7.6% | +21.6% | +23.1% |
| 3Y | -36.7% | +23.7% | -60.4% | -44.0% |
| 5Y | -37.7% | +13.7% | -51.4% | -44.6% |
| All | -10.8% | +86.8% | -97.7% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling