-4.9%
EQT vs PSA
+28.0%
-32.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.1% |
| 7D | -6.6% | +10.5% | -17.1% | -6.3% |
| 30D | +2.7% | +21.7% | -19.0% | +3.5% |
| 3M | -0.2% | +6.1% | -6.2% | -0.2% |
| 6M | -10.6% | +18.3% | -28.9% | -9.9% |
| YTD | -1.2% | +36.1% | -37.2% | -1.9% |
| 1Y | -4.9% | +29.3% | -34.2% | -2.7% |
| All | -4.9% | +28.0% | -32.9% | -2.7% |
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