+62.0%
EW vs PSA
+52.1%
+9.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +12.3% | +1.5% | +10.8% | +11.9% |
| 30D | +22.9% | +16.7% | +6.2% | +18.6% |
| 3M | +16.7% | +4.0% | +12.7% | +15.6% |
| 6M | +31.0% | +10.9% | +20.1% | +27.5% |
| YTD | +22.8% | +34.2% | -11.4% | +13.4% |
| 1Y | +25.6% | +26.6% | -1.1% | +17.7% |
| 3Y | +62.0% | +54.7% | +7.2% | +40.5% |
| All | +62.0% | +52.1% | +9.9% | +40.5% |
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