+2,545.7%
DUK vs PSA
+13,835.3%
-11,289.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | +0.2% | -9.6% | +9.8% | +2.6% |
| 3M | -1.9% | -7.9% | +6.0% | 0.0% |
| 6M | -6.5% | -2.0% | -4.5% | -6.2% |
| YTD | +5.4% | +15.7% | -10.3% | +1.6% |
| 1Y | +3.6% | +5.8% | -2.2% | +1.8% |
| 3Y | +48.1% | +21.6% | +26.6% | +39.9% |
| 5Y | +39.6% | +13.1% | +26.4% | +33.2% |
| 10Y | +131.8% | +101.3% | +30.6% | +94.6% |
| All | +2,545.7% | +13,835.3% | -11,289.5% | +1,366.2% |
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 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