+7,595.3%
EW vs PSA
+4,126.6%
+3,468.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +6.5% | -2.1% | +8.5% | +7.0% |
| 30D | +22.5% | +16.2% | +6.3% | +17.9% |
| 3M | +13.0% | +4.3% | +8.6% | +11.6% |
| 6M | +37.1% | +9.9% | +27.2% | +33.5% |
| YTD | +24.1% | +33.3% | -9.1% | +14.7% |
| 1Y | +24.2% | +25.8% | -1.6% | +16.4% |
| 3Y | +64.8% | +54.8% | +10.0% | +45.1% |
| 5Y | -7.4% | +27.5% | -35.0% | -14.9% |
| 10Y | +248.8% | +134.5% | +114.3% | +172.0% |
| All | +7,595.3% | +4,126.6% | +3,468.6% | +2,633.5% |
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 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