+3,033.3%
EQT vs PSA
+13,835.2%
-10,801.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | -3.6% | +2.5% | -0.1% |
| 30D | +1.1% | -9.4% | +10.5% | +4.0% |
| 3M | +4.8% | -8.2% | +13.0% | +7.3% |
| 6M | -10.6% | -1.8% | -8.7% | -10.7% |
| YTD | +3.4% | +15.7% | -12.3% | -2.0% |
| 1Y | +8.7% | +6.3% | +2.4% | +5.5% |
| 3Y | +35.0% | +21.6% | +13.4% | +24.0% |
| 5Y | +204.2% | +13.5% | +190.8% | +184.0% |
| 10Y | +52.5% | +101.3% | -48.8% | +15.5% |
| All | +3,033.3% | +13,835.2% | -10,801.9% | +1,282.9% |
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 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